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 Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models
Kenichiro Shiraya, Akihiko Takahashi
Mathematics of Operations Research (2018)
Open Access | Times Cited: 7
Kenichiro Shiraya, Akihiko Takahashi
Mathematics of Operations Research (2018)
Open Access | Times Cited: 7
Showing 7 citing articles:
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
Journal of Computational Physics (2022) Vol. 454, pp. 110956-110956
Open Access | Times Cited: 13
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
Journal of Computational Physics (2022) Vol. 454, pp. 110956-110956
Open Access | Times Cited: 13
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Nabil Kahalé
European Journal of Operational Research (2020) Vol. 287, Iss. 2, pp. 739-748
Open Access | Times Cited: 12
Nabil Kahalé
European Journal of Operational Research (2020) Vol. 287, Iss. 2, pp. 739-748
Open Access | Times Cited: 12
Forecasting mortality rates with a coherent ensemble averaging approach
Le Chang, Yanlin Shi
Astin Bulletin (2022) Vol. 53, Iss. 1, pp. 2-28
Closed Access | Times Cited: 8
Le Chang, Yanlin Shi
Astin Bulletin (2022) Vol. 53, Iss. 1, pp. 2-28
Closed Access | Times Cited: 8
Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction
Yu Zheng, Yongxin Yang, Bowei Chen
(2021), pp. 3968-3975
Open Access | Times Cited: 7
Yu Zheng, Yongxin Yang, Bowei Chen
(2021), pp. 3968-3975
Open Access | Times Cited: 7
Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
Yanlin Shi
North American Actuarial Journal (2023) Vol. 28, Iss. 1, pp. 218-235
Closed Access | Times Cited: 2
Yanlin Shi
North American Actuarial Journal (2023) Vol. 28, Iss. 1, pp. 218-235
Closed Access | Times Cited: 2
A transform-based method for pricing Asian options under general two-dimensional models
Weinan Zhang, Pingping Zeng
Quantitative Finance (2023) Vol. 23, Iss. 11, pp. 1677-1697
Closed Access | Times Cited: 2
Weinan Zhang, Pingping Zeng
Quantitative Finance (2023) Vol. 23, Iss. 11, pp. 1677-1697
Closed Access | Times Cited: 2
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Weinan Zhang, Pingping Zeng, Yue Kuen Kwok
Operations Research Letters (2023) Vol. 51, Iss. 6, pp. 687-694
Closed Access | Times Cited: 2
Weinan Zhang, Pingping Zeng, Yue Kuen Kwok
Operations Research Letters (2023) Vol. 51, Iss. 6, pp. 687-694
Closed Access | Times Cited: 2
