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	2	127
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	0	0	3	429
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	0	1	4	368
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	0	1	4	51
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	0	3	281	0	1	4	525
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	0	25	0	1	2	78
Closed-Form Approximations for Spread Option Prices and Greeks	0	0	4	466	0	2	11	1,188
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	13	1	1	3	61
Multi-asset Spread Option Pricing and Hedging	0	1	1	323	0	1	5	846
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	0	1	2	136
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	1	253	1	4	12	1,004
Reduce computation in profile empirical likelihood method	0	0	0	23	0	0	1	113
The Impact of Return Nonnormality on Exchange Options	0	0	0	43	0	0	1	119
Total Working Papers	0	1	9	1,807	2	14	54	5,410

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	1	3	127
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	0	1	4	119
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	0	1	37	1	1	3	157
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	0	2	26
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	8	0	0	2	53
Approximate inversion of the Black-Scholes formula using rational functions	0	1	4	209	0	3	10	427
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	0	0	1	39
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	0	0	0	3	0	1	2	18
Conditional estimation of diffusion processes	0	1	1	65	2	4	5	163
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	3	81	0	0	6	209
On Aumann and Serrano’s economic index of risk	0	0	0	8	0	1	3	60
The impact of return nonnormality on exchange options	0	0	0	2	0	0	1	17
Total Journal Articles	0	2	9	464	3	12	42	1,476

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Statistics updated 2025-06-06