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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:

The Price of the Smile and Variance Risk Premia
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
Management Science (2020) Vol. 67, Iss. 7, pp. 4056-4074
Closed Access | Times Cited: 17

Showing 17 citing articles:

On the Nature of (Jump) Skewness Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
Management Science (2023) Vol. 70, Iss. 2, pp. 1154-1174
Closed Access | Times Cited: 10
Fifty years at the interface between financial modeling and operations research
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
European Journal of Operational Research (2025)
Closed Access
Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?
Yifan Ye, Zheqi Fan, Xinfeng Ruan
Journal of Futures Markets (2025)
Open Access
Empirical Option Pricing Models
David S. Bates
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 369-389
Closed Access | Times Cited: 16
Measures of Model Risk for Continuous-Time Finance Models
Emese Lazar, Shuyuan Qi, Radu Tunaru
Journal of Financial Econometrics (2024)
Open Access | Times Cited: 3
Corporate social responsibility and the term structure of CDS spreads
Feng Gao, Yubin Li, Xinjie Wang, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101406-101406
Closed Access | Times Cited: 18
The Term Structure of the Price of Variance Risk

SSRN Electronic Journal (2015)
Open Access | Times Cited: 9
The Term Structure of the Price of Variance Risk
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 8
On the Nature of Jump Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Nonparametric Option Pricing with Generalized Entropic Estimators
Caio Almeida, Gustavo Freire, Rafael Azevedo, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 3
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
A novel term-structure-based Heston model for implied volatility surface
Youfa Sun, Gong Yishan, Xinyuan Wang, et al.
International Journal of Computer Mathematics (2024) Vol. 101, Iss. 6, pp. 577-600
Closed Access
How Important are Ex-Ante Idiosyncratic Risks for the Return on a Stock?
Maxim Ulrich, Lingjie Ni
SSRN Electronic Journal (2024)
Closed Access
Nonparametric Option Pricing with Generalized Entropic Estimators
Caio Almeida, Gustavo Freire, Rafael Azevedo, et al.
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1173-1187
Open Access | Times Cited: 2
Time Changes, Lévy Jumps and Asset Returns
Hasan Fallahgoul, Julien Hugonnier, Loriano Mancini
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Option pricing revisited: The role of price volatility and dynamics
Jean‐Paul Chavas, Jian Li, Linjie Wang
Journal of commodity markets (2023) Vol. 33, pp. 100381-100381
Open Access
Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index
Philip Stahl
Review of Derivatives Research (2022) Vol. 25, Iss. 3, pp. 315-339
Open Access
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