On the public citation graph

https://doi.org/10.2139/ssrn.3048840

0 signed · 13 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-0-387-21617-1openalex-extracted
Monte Carlo Methods in Financial Engineering
inferredcites →https://doi.org/10.1007/s007800050052openalex-extracted
Connecting discrete and continuous path-dependent options
inferredcites →https://doi.org/10.1017/s002190020010289xopenalex-extracted
Changes of numéraire, changes of probability measure and option pricing
inferredcites →https://doi.org/10.1080/14697680400020317openalex-extracted
Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models
inferredcites →https://doi.org/10.1080/14697680802392496openalex-extracted
A comparison of biased simulation schemes for stochastic volatility models
inferredcites →https://doi.org/10.1088/1469-7688/2/1/302openalex-extracted
Variance reduction for Monte Carlo simulation in a stochastic volatility environment
inferredcites →https://doi.org/10.1088/1469-7688/2/5/305openalex-extracted
A variance reduction technique based on integral representations
inferredcites →https://doi.org/10.1093/rfs/6.2.327openalex-extracted
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
inferredcites →https://doi.org/10.1111/1467-9965.00035openalex-extracted
A Continuity Correction for Discrete Barrier Options
inferredcites →https://doi.org/10.1137/030600291openalex-extracted
Multiscale Stochastic Volatility Asymptotics
inferredcites →https://doi.org/10.1201/9781420076196openalex-extracted
Monte Carlo Methods and Models in Finance and Insurance
inferredcites →https://doi.org/10.1287/opre.1050.0247openalex-extracted
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3049641openalex-extracted
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.