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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:

Semi-Nonparametric Estimation of the Call Price Surface Under No-Arbitrage Constraints
Matthias R. Fengler, Lin‐Yee Hin
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17

Showing 17 citing articles:

Forecasting the Distribution of Option Returns
Roni Israelov, Bryan T. Kelly
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 35
An Empirical Analysis of the Ross Recovery Theorem
Francesco Audrino, Robert Huitema, Markus Ludwig
SSRN Electronic Journal (2014)
Open Access | Times Cited: 27
Arbitrage‐free call option surface construction using regression splines
Greg Orosi
Applied Stochastic Models in Business and Industry (2014) Vol. 31, Iss. 4, pp. 515-527
Closed Access | Times Cited: 12
Option-implied probability distributions: How reliable? How jagged?
Marco Taboga
International Review of Economics & Finance (2016) Vol. 45, pp. 453-469
Closed Access | Times Cited: 10
Volatility Surface Interpolation on Probability Space using Normed Call Prices
Pijush Gope, Christian Fries
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
A Simple and General Approach to Fitting the Discount Curve Under No-Arbitrage Constraints
Matthias R. Fengler, Lin‐Yee Hin
SSRN Electronic Journal (2014)
Open Access | Times Cited: 3
Nonparametric State-Price Density Estimation Using High Frequency Data
Jeroen Dalderop
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
Novel no-arbitrage conditions for options written on defaultable assets
Greg Orosi
Journal of Derivatives & Hedge Funds (2014) Vol. 20, Iss. 4, pp. 201-205
Open Access | Times Cited: 2
An Analysis of Volatility Spread via the Risk-Free Rate Proxy
Lin‐Yee Hin, Nikolai Dokuchaev
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 1
Nonparametric Estimates of Option Prices Using Superhedging
Gianluca Cassese
SSRN Electronic Journal (2015)
Open Access | Times Cited: 1
On the Implied Volatility Layers Under the Future Risk-Free Rate Uncertainty
Lin‐Yee Hin, Nikolai Dokuchaev
SSRN Electronic Journal (2013)
Open Access | Times Cited: 1
Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines
Francesco Audrino, Pirmin Meier
RePEc: Research Papers in Economics (2012)
Closed Access | Times Cited: 1
Arbitrage-Free Call Option Surface Construction Using Regression Splines
Greg Orosi
SSRN Electronic Journal (2011)
Closed Access
Smooth and bid-offer compliant volatility surfaces under general dividend streams
Olivier Bachem, Gabriel G. Drimus, Walter Farkas
Quantitative Finance (2013) Vol. 13, Iss. 11, pp. 1801-1812
Closed Access
Arbitrages in the Volatility Surface Interpolation and Extrapolation
Fabien Le Floc’h
SSRN Electronic Journal (2012)
Closed Access
Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Olivier Bachem, Gabriel G. Drimus, Walter Farkas
SSRN Electronic Journal (2012)
Closed Access
Functional Ross Recovery: An Operator Approach
Yannick Dillschneider, Raimond Maurer
SSRN Electronic Journal (2017)
Closed Access
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