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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 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

Showing 20 citing articles:

Pricing Asian options under the mixed fractional Brownian motion with jumps
Foad Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
Mathematics and Computers in Simulation (2024) Vol. 226, pp. 172-183
Closed Access | Times Cited: 4
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
Equity-linked securities option pricing by fractional Brownian motion
Jian Wang, Yan Yan, Wenbing Chen, et al.
Chaos Solitons & Fractals (2021) Vol. 144, pp. 110716-110716
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
Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment
Kefan Liu, Jichao Zhang, Yueting Yang
Communications in Nonlinear Science and Numerical Simulation (2024) Vol. 133, pp. 107955-107955
Closed Access | Times Cited: 1
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion
Massimo Costabile, Ivar Massabó, Emilio Russo, et al.
Communications in Nonlinear Science and Numerical Simulation (2022) Vol. 118, pp. 107042-107042
Closed Access | Times Cited: 6
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
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
Siti Nur Iqmal Ibrahim, Mohamed Faris Laham
Mathematical Modeling and Computing (2022) Vol. 9, Iss. 4, pp. 892-897
Open Access | Times Cited: 5
Path-dependent game options with Asian features
Peidong Guo, Jizhou Zhang, Qian Wang
Chaos Solitons & Fractals (2020) Vol. 141, pp. 110412-110412
Closed Access | Times Cited: 6
Analytically Pricing Formula for Contingent Claim with Polynomial Payoff under ECIR Process
Fukiat Nualsri, Khamron Mekchay
Symmetry (2022) Vol. 14, Iss. 5, pp. 933-933
Open Access | Times Cited: 4
American Rainbow Option Pricing Formulae in Uncertain Environment
Rong Gao, Xiaofang Yin
Bulletin of the Malaysian Mathematical Sciences Society (2023) Vol. 46, Iss. 6
Closed Access | Times Cited: 2
Fractional Brownian motion in financial engineering models
V. S. Yanishevskyi, L. S. Nodzhak
Mathematical Modeling and Computing (2023) Vol. 10, Iss. 2, pp. 445-457
Open Access | Times Cited: 1
Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model
Yayun Wang, Shengda Liu
Communications in Nonlinear Science and Numerical Simulation (2023) Vol. 128, pp. 107605-107605
Open Access | Times Cited: 1
European Option Pricing Problem Involving Multi-Scale Fractional Brownian Motion with Jump
静 胡
Pure Mathematics (2023) Vol. 13, Iss. 09, pp. 2536-2559
Closed Access
Hedging Lookback-Barrier Option by Malliavin Calculus in a Mixed Fractional Brownian Motion Environment
Kefan Liu, Jichao Zhang, Yueting Yang
(2023)
Closed Access
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
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
Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps
Foad Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
arXiv (Cornell University) (2021)
Closed Access
European option pricing under generalized fractional Brownian motion.
Axel A. Araneda
arXiv (Cornell University) (2021)
Closed Access
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