OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Simulated likelihood estimators for discretely observed jump–diffusions
Kay Giesecke, Gustavo Schwenkler
Journal of Econometrics (2019) Vol. 213, Iss. 2, pp. 297-320
Closed Access | Times Cited: 8
Kay Giesecke, Gustavo Schwenkler
Journal of Econometrics (2019) Vol. 213, Iss. 2, pp. 297-320
Closed Access | Times Cited: 8
Showing 8 citing articles:
Exact Monte Carlo likelihood-based inference for jump-diffusion processes
Flávio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts
Journal of the Royal Statistical Society Series B (Statistical Methodology) (2023) Vol. 85, Iss. 3, pp. 732-756
Open Access | Times Cited: 9
Flávio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts
Journal of the Royal Statistical Society Series B (Statistical Methodology) (2023) Vol. 85, Iss. 3, pp. 732-756
Open Access | Times Cited: 9
Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing
Haozhe Su, M. V. Tretyakov, David Newton
Management Science (2024)
Open Access | Times Cited: 1
Haozhe Su, M. V. Tretyakov, David Newton
Management Science (2024)
Open Access | Times Cited: 1
Efficient Parameter Estimation for Multivariate Jump-Diffusions
François Guay, Gustavo Schwenkler
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 4
François Guay, Gustavo Schwenkler
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 4
Estimating functions for jump–diffusions
Nina Munkholt Jakobsen, Michael Sørensen
Stochastic Processes and their Applications (2018) Vol. 129, Iss. 9, pp. 3282-3318
Open Access | Times Cited: 3
Nina Munkholt Jakobsen, Michael Sørensen
Stochastic Processes and their Applications (2018) Vol. 129, Iss. 9, pp. 3282-3318
Open Access | Times Cited: 3
Efficient estimation and filtering for multivariate jump–diffusions
François Guay, Gustavo Schwenkler
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 251-275
Closed Access | Times Cited: 2
François Guay, Gustavo Schwenkler
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 251-275
Closed Access | Times Cited: 2
Deep learning of transition probability densities for stochastic asset models with applications in option pricing
Haozhe Su, M. V. Tretyakov, David Newton
arXiv (Cornell University) (2021)
Open Access | Times Cited: 2
Haozhe Su, M. V. Tretyakov, David Newton
arXiv (Cornell University) (2021)
Open Access | Times Cited: 2
Research on Financial Default Model with Stochastic Intensity Using Filtered Likelihood Method
Xiangdong Liu, Jiahui Wu, Xianglong Li
Mathematics (2023) Vol. 11, Iss. 14, pp. 3061-3061
Open Access
Xiangdong Liu, Jiahui Wu, Xianglong Li
Mathematics (2023) Vol. 11, Iss. 14, pp. 3061-3061
Open Access
Jumps and Diffusive Variance: A Granular Analysis of Individual Stock Returns
Gang Li, Ruicong Li, Chu Zhang
SSRN Electronic Journal (2021)
Closed Access
Gang Li, Ruicong Li, Chu Zhang
SSRN Electronic Journal (2021)
Closed Access
