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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 American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations*
Simon Scheidegger, Adrien Treccani
Journal of Financial Econometrics (2018) Vol. 19, Iss. 2, pp. 258-290
Closed Access | Times Cited: 11

Showing 11 citing articles:

Machine learning for high-dimensional dynamic stochastic economies
Simon Scheidegger, Ilias Bilionis
Journal of Computational Science (2019) Vol. 33, pp. 68-82
Closed Access | Times Cited: 56
DEEP EQUILIBRIUM NETS
Marlon Azinovic, Luca Gaegauf, Simon Scheidegger
International Economic Review (2022) Vol. 63, Iss. 4, pp. 1471-1525
Open Access | Times Cited: 27
On sparse grid interpolation for American option pricing with multiple underlying assets
Jiefei Yang, Guanglian Li
Journal of Computational and Applied Mathematics (2025), pp. 116544-116544
Closed Access
Deep Equilibrium Nets
Marlon Azinovic, Luca Gaegauf, Simon Scheidegger
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 13
Deep Structural Estimation: With an Application to Option Pricing
Hui Chen, Antoine Didisheim, Simon Scheidegger
SSRN Electronic Journal (2021)
Open Access | Times Cited: 9
Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models
Aryan Eftekhari, Simon Scheidegger, Olaf Schenk
(2017), pp. 1-11
Closed Access | Times Cited: 8
High-Dimensional Dynamic Stochastic Model Representation
Aryan Eftekhari, Simon Scheidegger
SIAM Journal on Scientific Computing (2022) Vol. 44, Iss. 3, pp. C210-C236
Closed Access | Times Cited: 4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Prateek Bansal, Vahid Keshavarzzadeh, C. Ángelo Guevara, et al.
Econometrics Journal (2021) Vol. 25, Iss. 2, pp. 301-321
Open Access | Times Cited: 5
Sparse grids for dynamic economic models
Johannes Brumm, Christopher Krause, Andreas Schaab, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
High-Dimensional Dynamic Stochastic Model Representation
Aryan Eftekhari, Simon Scheidegger
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
Luca Gaegauf, Simon Scheidegger, Fabio Trojani
SSRN Electronic Journal (2023)
Closed Access
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