On the public citation graph

Supplementary material- On General Semi-closed-form Solutions for VIX Derivative Pricing

0 signed · 12 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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.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/10.1007/978-3-662-04790-3_15openalex-extracted

Laplace Transforms and Suprema of Stochastic Processes

inferredcites →https://doi.org/10.1007/s10203-011-0124-0openalex-extracted

Pricing VIX options with stochastic volatility and random jumps

inferredcites →https://doi.org/10.1016/j.jfineco.2015.06.005openalex-extracted

The risk premia embedded in index options

inferredcites →https://doi.org/10.1017/s0022109010000463openalex-extracted

The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments

inferredcites →https://doi.org/10.1080/10618600.2020.1840995openalex-extracted

Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters

inferredcites →https://doi.org/10.1080/14697680802392496openalex-extracted

A comparison of biased simulation schemes for stochastic volatility models

inferredcites →https://doi.org/10.1093/biomet/38.3-4.481openalex-extracted

Note on the Inversion Theorem

inferredcites →https://doi.org/10.1093/rfs/hhz043openalex-extracted

Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options

inferredcites →https://doi.org/10.1111/1468-0262.00164openalex-extracted

Transform Analysis and Asset Pricing for Affine Jump-diffusions

inferredcites →https://doi.org/10.1137/19m1266915openalex-extracted

On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach

inferredcites →https://doi.org/10.2139/ssrn.157733openalex-extracted

Transform Analysis and Asset Pricing for Affine Jump-Diffusions

inferredcites →https://doi.org/10.2139/ssrn.903116openalex-extracted

A Comparison of Biased Simulation Schemes for Stochastic Volatility Models

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.