Access Statistics for Minqiang Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 5 12 139
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes 0 0 0 117 0 9 15 444
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility 1 1 1 84 1 8 26 394
Analytic Approximation of Finite-Maturity Timer Option Prices 0 0 0 11 0 2 8 59
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison 0 0 0 108 0 4 11 313
Asset Pricing - A Brief Review 0 0 1 282 0 2 19 544
Aumann and Serrano's Economic Index of Risk for Sums of Gambles 0 0 0 10 0 2 15 78
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models 0 0 0 25 0 2 11 89
Closed-Form Approximations for Spread Option Prices and Greeks 0 0 2 468 0 3 22 1,210
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 13 1 2 8 69
Multi-asset Spread Option Pricing and Hedging 0 0 1 324 2 4 10 856
On Aumann and Serrano's Economic Index of Risk 0 0 0 18 0 6 12 148
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern 0 0 0 253 1 8 26 1,030
Reduce computation in profile empirical likelihood method 0 0 0 23 0 4 17 130
The Impact of Return Nonnormality on Exchange Options 0 0 0 43 0 6 12 131
Total Working Papers 1 1 5 1,812 5 67 224 5,634

Journal Article File Downloads Abstract Views
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 1 2 13 140
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes 0 0 0 19 1 2 15 134
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility 1 1 2 39 1 10 24 181
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil 1 1 2 8 1 4 10 54
Analytic Approximation of Finite‐Maturity Timer Option Prices 0 0 0 2 0 4 6 32
Analytical approximations for the critical stock prices of American options: a performance comparison 0 0 0 8 1 3 9 62
Approximate inversion of the Black-Scholes formula using rational functions 0 0 9 218 1 3 24 451
Aumann and Serrano's economic index of risk for sums of gambles 0 0 0 2 6 12 18 57
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES 0 0 1 4 1 2 6 24
Conditional estimation of diffusion processes 0 0 0 65 0 3 10 173
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 0 0 3 8 25
Multi-asset spread option pricing and hedging 0 0 0 81 1 3 10 219
On Aumann and Serrano’s economic index of risk 0 0 0 8 0 1 13 73
The impact of return nonnormality on exchange options 0 0 0 2 1 3 14 31
Total Journal Articles 2 2 14 478 15 55 180 1,656

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Statistics updated 2026-06-04