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OpenAlex Citation Counts

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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:

Pricing geometric Asian rainbow options under fractional Brownian motion
Lu Wang, Rong Zhang, Lin Yang, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 494, pp. 8-16
Closed Access | Times Cited: 23

Showing 23 citing articles:

Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading
Zhibin Liu, Shan Huang
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101307-101307
Closed Access | Times Cited: 57
An energy performance contracting parameter optimization method based on the response surface method: A case study of a metro in China
Zongbao Feng, Xianguo Wu, Hongyu Chen, et al.
Energy (2022) Vol. 248, pp. 123612-123612
Closed Access | Times Cited: 19
European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean
Yubing Wang, Yanan Bai
Alexandria Engineering Journal (2025) Vol. 123, pp. 145-156
Closed Access
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion
Davood Ahmadian, Luca Vincenzo Ballestra
Physica A Statistical Mechanics and its Applications (2020) Vol. 555, pp. 124458-124458
Closed Access | Times Cited: 20
Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion
A. Shahnazi-Pour, Behrouz Parsa Moghaddam, Afshin Babaei
Journal of Computational and Applied Mathematics (2020) Vol. 386, pp. 113210-113210
Closed Access | Times Cited: 19
Asian rainbow option pricing formulas of uncertain stock model
Rong Gao, Wei Wu, Jie Liu
Soft Computing (2021) Vol. 25, Iss. 14, pp. 8849-8873
Open Access | Times Cited: 17
A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
Davood Ahmadian, Luca Vincenzo Ballestra, Foad Shokrollahi
Chaos Solitons & Fractals (2022) Vol. 158, pp. 112023-112023
Closed Access | Times Cited: 12
Pricing European option under the generalized fractional jump-diffusion model
Jingjun Guo, Yubing Wang, Weiyi Kang
Fractional Calculus and Applied Analysis (2024) Vol. 27, Iss. 4, pp. 1917-1947
Closed Access | Times Cited: 2
Pricing geometric asian power options in the sub-fractional brownian motion environment
Wei Wang, Guanghui Cai, Xiangxing Tao
Chaos Solitons & Fractals (2021) Vol. 145, pp. 110754-110754
Closed Access | Times Cited: 16
Dynamics of the Exponential Population Growth System with Mixed Fractional Brownian Motion
Weijun Ma, Wei Liu, Quanxin Zhu, et al.
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 13
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate
Jingjun Guo, Yubing Wang, Weiyi Kang
Communications in Statistics - Simulation and Computation (2024), pp. 1-35
Closed Access | Times Cited: 1
Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model
Yao Fu, Sisi Zhou, Xin Li, et al.
AIMS Mathematics (2023) Vol. 8, Iss. 5, pp. 10685-10710
Open Access | Times Cited: 3
Towards a Better Understanding of Fractional Brownian Motion and Its Application to Finance
Yuanying Zhuang, Xiao Song
Bulletin of the Malaysian Mathematical Sciences Society (2023) Vol. 46, Iss. 5
Open Access | Times Cited: 3
European Option Pricing under Sub-Fractional Brownian Motion Regime in Discrete Time
Zhidong Guo, Yang Liu, Linsong Dai
Fractal and Fractional (2023) Vol. 8, Iss. 1, pp. 13-13
Open Access | Times Cited: 3
PORTFOLIO MODEL UNDER FRACTAL MARKET BASED ON MEAN-DCCA
Weide Chun, HESEN LI, Xu Wu
Fractals (2020) Vol. 28, Iss. 07, pp. 2050142-2050142
Closed Access | Times Cited: 6
Innovating and Pricing Carbon-Offset Options of Asian Styles on the Basis of Jump Diffusions and Fractal Brownian Motions
Yue Qi, Yue Wang
Mathematics (2023) Vol. 11, Iss. 16, pp. 3614-3614
Open Access | Times Cited: 2
Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market)
Elham Dastranj, Hossein Sahebi Fard, Abdolmajid Abdolbaghi, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 537, pp. 122690-122690
Closed Access | Times Cited: 5
Applying Greek letters to robust option price modeling by binomial-tree
Bahareh Ghafarian, Payam Hanafizadeh, Amir Hossein Mortazavi Qahi
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 632-639
Closed Access | Times Cited: 4
Proactive Hedging European Call Option Pricing with Linear Position Strategy
Meng Li, Xuefeng Wang, Fangfang Sun
Discrete Dynamics in Nature and Society (2018) Vol. 2018, pp. 1-13
Open Access | Times Cited: 3
Research On The Pricing Of Rainbow Option Based On The Geometric Brownian Motion Model: Case Of Pfizer & Walmart
Meiding Guo
BCP Business & Management (2022) Vol. 32, pp. 438-445
Open Access
Black-Scholes Model’s application in rainbow option pricing
Wensheng Lin
BCP Business & Management (2022) Vol. 32, pp. 500-507
Open Access
Option pricing under time interval driven model
Zhidong Guo, Xianhong Wang, Yunliang Zhang
Communications in Statistics - Simulation and Computation (2021) Vol. 52, Iss. 4, pp. 1538-1545
Closed Access
An EPC Contract Parameter Optimization Method Based on the Response Surface Method: A Case Study of a Metro in China
Zongbao Feng, Xianguo Wu, Hongyu Chen, et al.
SSRN Electronic Journal (2021)
Closed Access
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