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:
Option pricing via radial basis functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Pier Giuseppe Giribone, Simone Ligato
International Journal of Financial Engineering (2015) Vol. 02, Iss. 02, pp. 1550018-1550018
Closed Access | Times Cited: 13
Pier Giuseppe Giribone, Simone Ligato
International Journal of Financial Engineering (2015) Vol. 02, Iss. 02, pp. 1550018-1550018
Closed Access | Times Cited: 13
Showing 13 citing articles:
Pricing multi-asset option problems: a Chebyshev pseudo-spectral method
Fazlollah Soleymani
BIT Numerical Mathematics (2018) Vol. 59, Iss. 1, pp. 243-270
Closed Access | Times Cited: 14
Fazlollah Soleymani
BIT Numerical Mathematics (2018) Vol. 59, Iss. 1, pp. 243-270
Closed Access | Times Cited: 14
European option valuation under the Bates PIDE in finance: A numerical implementation of the Gaussian scheme
Fazlollah Soleymani, Ali Akgül
Discrete and Continuous Dynamical Systems - S (2019) Vol. 13, Iss. 3, pp. 889-909
Open Access | Times Cited: 11
Fazlollah Soleymani, Ali Akgül
Discrete and Continuous Dynamical Systems - S (2019) Vol. 13, Iss. 3, pp. 889-909
Open Access | Times Cited: 11
Pricing options under stochastic volatility jump model: A stable adaptive scheme
Fazlollah Soleymani, Mahdiar Barfeie
Applied Numerical Mathematics (2019) Vol. 145, pp. 69-89
Closed Access | Times Cited: 11
Fazlollah Soleymani, Mahdiar Barfeie
Applied Numerical Mathematics (2019) Vol. 145, pp. 69-89
Closed Access | Times Cited: 11
An ETD Method for Vulnerable American Options
R. Company, Vera N. Egorova, L. Jódar
(2024)
Open Access | Times Cited: 1
R. Company, Vera N. Egorova, L. Jódar
(2024)
Open Access | Times Cited: 1
A stable local radial basis function method for option pricing problem under the Bates model
R. Company, Vera N. Egorova, L. Jódar, et al.
Numerical Methods for Partial Differential Equations (2018) Vol. 35, Iss. 3, pp. 1035-1055
Open Access | Times Cited: 3
R. Company, Vera N. Egorova, L. Jódar, et al.
Numerical Methods for Partial Differential Equations (2018) Vol. 35, Iss. 3, pp. 1035-1055
Open Access | Times Cited: 3
An ETD Method for Vulnerable American Options
R. Company, Vera N. Egorova, L. Jódar
Mathematics (2024) Vol. 12, Iss. 4, pp. 602-602
Open Access
R. Company, Vera N. Egorova, L. Jódar
Mathematics (2024) Vol. 12, Iss. 4, pp. 602-602
Open Access
RBF methods in a Stochastic Volatility framework for Greeks computation
Salvatore Cuomo, Francesco Piccialli, Francescopaolo Sica
Journal of Computational and Applied Mathematics (2020) Vol. 380, pp. 112987-112987
Open Access | Times Cited: 2
Salvatore Cuomo, Francesco Piccialli, Francescopaolo Sica
Journal of Computational and Applied Mathematics (2020) Vol. 380, pp. 112987-112987
Open Access | Times Cited: 2
The Margin of Conservatism (MoC) in the IRB approach: defining and measuring the general estimation error
Franco Varetto, Silvio Cuneo
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 13-20
Open Access | Times Cited: 1
Franco Varetto, Silvio Cuneo
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 13-20
Open Access | Times Cited: 1
Appunti sul riassetto delle Autorità su intermediari e mercati finanziari
Vittorio Conti
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 3-8
Open Access
Vittorio Conti
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 3-8
Open Access
La determinazione del fair value di opzioni su valuta impiegando funzioni a base radiale: un’applicazione al framework di pricing di Garman-Kohlhagen
Simone Fioribello, Pier Giuseppe Giribone
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 21-30
Open Access
Simone Fioribello, Pier Giuseppe Giribone
Newsletter AIFIRM (2019) Vol. 1, Iss. 2019, pp. 21-30
Open Access
The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination
Anna Bottasso, Pier Giuseppe Giribone, Lorenzo Bruno
Risk Management Magazine (2022) Vol. 17, Iss. 3, pp. 25-41
Open Access
Anna Bottasso, Pier Giuseppe Giribone, Lorenzo Bruno
Risk Management Magazine (2022) Vol. 17, Iss. 3, pp. 25-41
Open Access
