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:
Rare event simulation for a generalized Hawkes process
Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, et al.
Winter Simulation Conference (2009), pp. 1291-1298
Closed Access | Times Cited: 9
Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, et al.
Winter Simulation Conference (2009), pp. 1291-1298
Closed Access | Times Cited: 9
Showing 9 citing articles:
An ephemerally self-exciting point process
Andrew Daw, Jamol Pender
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 340-403
Open Access | Times Cited: 20
Andrew Daw, Jamol Pender
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 340-403
Open Access | Times Cited: 20
A model for interest rates with clustering effects
Donatien Hainaut
Quantitative Finance (2016) Vol. 16, Iss. 8, pp. 1203-1218
Open Access | Times Cited: 35
Donatien Hainaut
Quantitative Finance (2016) Vol. 16, Iss. 8, pp. 1203-1218
Open Access | Times Cited: 35
Affine Point Processes: Approximation and Efficient Simulation
Xiaowei Zhang, José Blanchet, Kay Giesecke, et al.
Mathematics of Operations Research (2015) Vol. 40, Iss. 4, pp. 797-819
Open Access | Times Cited: 25
Xiaowei Zhang, José Blanchet, Kay Giesecke, et al.
Mathematics of Operations Research (2015) Vol. 40, Iss. 4, pp. 797-819
Open Access | Times Cited: 25
Disaster Begets Crisis: The Role of Contagion in Financial Markets
Michael C. Nowotny
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 19
Michael C. Nowotny
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 19
A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK
Angelos Dassios, Hongbiao Zhao
International Journal of Theoretical and Applied Finance (2017) Vol. 20, Iss. 01, pp. 1750003-1750003
Open Access | Times Cited: 18
Angelos Dassios, Hongbiao Zhao
International Journal of Theoretical and Applied Finance (2017) Vol. 20, Iss. 01, pp. 1750003-1750003
Open Access | Times Cited: 18
A bivariate Hawkes process for interest rate modeling
Donatien Hainaut
Economic Modelling (2016) Vol. 57, pp. 180-196
Open Access | Times Cited: 14
Donatien Hainaut
Economic Modelling (2016) Vol. 57, pp. 180-196
Open Access | Times Cited: 14
Monte Carlo Methods for Portfolio Credit Risk
Tim Brereton, Dirk P. Kroese, Joshua C. C. Chan
(2013), pp. 127-152
Closed Access | Times Cited: 6
Tim Brereton, Dirk P. Kroese, Joshua C. C. Chan
(2013), pp. 127-152
Closed Access | Times Cited: 6
Precise deviations for Hawkes processes
Fuqing Gao, Lingjiong Zhu
arXiv (Cornell University) (2017)
Open Access | Times Cited: 3
Fuqing Gao, Lingjiong Zhu
arXiv (Cornell University) (2017)
Open Access | Times Cited: 3
