Access Statistics for Minqiang Li

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation	0	0	0	33	0	1	1	126
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	0	2	3	429
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	1	1	5	367
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	1	2	4	50
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	0	0	0	302
Asset Pricing - A Brief Review	0	1	4	281	0	1	4	524
Aumann and Serrano's Economic Index of Risk for Sums of Gambles	0	0	0	10	0	0	0	63
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models	0	0	1	25	0	0	2	77
Closed-Form Approximations for Spread Option Prices and Greeks	1	3	5	466	2	5	10	1,186
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	1	13	0	0	4	60
Multi-asset Spread Option Pricing and Hedging	0	0	1	322	0	0	6	845
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	1	1	1	135
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	3	253	1	3	15	1,000
Reduce computation in profile empirical likelihood method	0	0	0	23	0	1	1	113
The Impact of Return Nonnormality on Exchange Options	0	0	0	43	0	0	1	119
Total Working Papers	1	4	15	1,806	6	17	57	5,396

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation	0	0	0	22	0	0	3	126
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	0	1	3	118
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	0	2	37	0	0	5	156
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	0	0	0	6	0	0	0	44
Analytic Approximation of Finite‐Maturity Timer Option Prices	0	0	0	2	0	1	2	26
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	8	1	1	2	53
Approximate inversion of the Black-Scholes formula using rational functions	0	0	3	208	1	1	7	424
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	1	1	1	39
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	0	0	0	3	0	0	1	17
Conditional estimation of diffusion processes	0	0	0	64	0	0	1	159
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	0	0	0	0	17
Multi-asset spread option pricing and hedging	0	0	5	81	0	0	8	209
On Aumann and Serrano’s economic index of risk	0	0	0	8	0	0	4	59
The impact of return nonnormality on exchange options	0	0	0	2	0	1	1	17
Total Journal Articles	0	0	10	462	3	6	38	1,464

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Statistics updated 2025-03-03