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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:

Single and joint default in a structural model with purely discontinuous asset prices
Filippo Fiorani, Elisa Luciano, Patrizia Semeraro
Quantitative Finance (2009) Vol. 10, Iss. 3, pp. 249-263
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Multivariate asset models using Lévy processes and applications
Laura Ballotta, Efrem Bonfiglioli
European Journal of Finance (2014) Vol. 22, Iss. 13, pp. 1320-1350
Open Access | Times Cited: 81
Multivariate downside risk: Normal versus Variance Gamma
Martin Wallmeier, Martin Diethelm
Journal of Futures Markets (2011) Vol. 32, Iss. 5, pp. 431-458
Open Access | Times Cited: 29
Good and Bad News About the (S, T) Policy
Fang Liu, Jing-Sheng Song
Manufacturing & Service Operations Management (2011) Vol. 14, Iss. 1, pp. 42-49
Closed Access | Times Cited: 28
A structural model for credit risk with switching processes and synchronous jumps
Donatien Hainaut, David B. Colwell
European Journal of Finance (2014) Vol. 22, Iss. 11, pp. 1040-1062
Closed Access | Times Cited: 24
Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching
Ashwaq Ali Zarban, David B. Colwell, Donna Mary Salopek
Mathematics (2024) Vol. 12, Iss. 17, pp. 2740-2740
Open Access | Times Cited: 2
Counterparty credit risk in a multivariate structural model with jumps
Laura Ballotta, Gianluca Fusai
Finance (2015) Vol. Vol. 36, Iss. 1, pp. 39-74
Open Access | Times Cited: 16
Convertible bond valuation in a jump diffusion setting with stochastic interest rates
Laura Ballotta, Ioannis Kyriakou
Quantitative Finance (2014) Vol. 15, Iss. 1, pp. 115-129
Open Access | Times Cited: 14
How They Can Jump Together : Multivariate L´ evy Processes and Option pricing
Griselda Deelstra, Alexandre Petkovic
Belgian Actuarial Bulletin (2010) Vol. 9, Iss. 1, pp. 29-42
Closed Access | Times Cited: 13
Multivariate Variance Gamma and Gaussian Dependence: a study with copulas
Elisa Luciano, Patrizia Semeraro
Springer eBooks (2010), pp. 193-203
Closed Access | Times Cited: 11
A Structural Approach to Default Modelling with Pure Jump Processes
Jean-Philippe Aguilar, Nicolas Pesci, Victor James
Applied Mathematical Finance (2021) Vol. 28, Iss. 1, pp. 48-78
Open Access | Times Cited: 8
Default probabilities of a holding company, with complete and partial information
Donatien Hainaut, Griselda Deelstra
Journal of Computational and Applied Mathematics (2014) Vol. 271, pp. 380-400
Open Access | Times Cited: 7
Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution
Sahar Charfi, Farouk Mselmi
Quantitative Finance and Economics (2022) Vol. 6, Iss. 2, pp. 206-222
Open Access | Times Cited: 5
Valuation of Reverse Convertibles in the Variance Gamma Economy
Geng Deng, Tim Dulaney, Craig McCann
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 7
Extending the Merton model with applications to credit value adjustment
Erdinç Akyıldırım, Alper Hekimoğlu, Ahmet Şensoy, et al.
Annals of Operations Research (2023) Vol. 326, Iss. 1, pp. 27-65
Closed Access | Times Cited: 2
Business Time and New Credit Risk Models
Elisa Luciano
SSRN Electronic Journal (2010)
Open Access | Times Cited: 5
Valuation of reverse convertibles in the variance gamma economy
Geng Deng, Tim Dulaney, Craig McCann
Journal of Derivatives & Hedge Funds (2013) Vol. 19, Iss. 4, pp. 244-258
Open Access | Times Cited: 5
An Esscher-based algorithm for computing default probabilities in structural Lévy models
Jean-Philippe Aguilar, Justin Kirkby, Claudio Aglieri Rinella
(2024)
Closed Access
Introducing and testing the Carr model of default
Federico Maglione
Quantitative Finance (2024), pp. 1-22
Closed Access
Dynamic programming for valuing American options under a variance‐gamma process
Hatem Ben‐Ameur, Rim Chérif, Bruno Rémillard
Journal of Futures Markets (2020) Vol. 40, Iss. 10, pp. 1548-1561
Closed Access | Times Cited: 3
Price Convolution for Convertible Bonds in a Jump Diffusion Setting with Stochastic Interest Rates
Laura Ballotta, Ioannis Kyriakou
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 2
A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model
Davood Damircheli, Mohsen Razzaghi, S. Kazemi, et al.
Engineering Analysis with Boundary Elements (2023) Vol. 150, pp. 364-373
Closed Access | Times Cited: 1
Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy
Winston Buckley, Sandun Perera
Annals of Finance (2018) Vol. 15, Iss. 3, pp. 337-368
Closed Access | Times Cited: 2
Optimal Capital Structure with Endogenous Default and Volatility Risk
Flavia Barsotti
RePEc: Research Papers in Economics (2012)
Closed Access | Times Cited: 1
A Structural Model for Credit Risk with Markov Modulated Lévy Processes and Synchronous Jumps
Donatien Hainaut, David B. Colwell
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 1
Optimal capital structure with endogenous bankruptcy : payouts, tax benefits asymetry and volatility risk
Flavia Barsotti
(2011)
Closed Access | Times Cited: 1
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