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 3 6 11 137
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes 0 0 0 117 2 3 8 437
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility 0 0 0 83 0 10 18 386
Analytic Approximation of Finite-Maturity Timer Option Prices 0 0 0 11 1 6 8 58
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison 0 0 0 108 1 4 8 310
Asset Pricing - A Brief Review 0 0 1 282 1 12 19 543
Aumann and Serrano's Economic Index of Risk for Sums of Gambles 0 0 0 10 1 11 14 77
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models 0 0 0 25 1 6 11 88
Closed-Form Approximations for Spread Option Prices and Greeks 0 1 2 468 3 14 23 1,210
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 13 0 3 7 67
Multi-asset Spread Option Pricing and Hedging 0 0 2 324 0 2 7 852
On Aumann and Serrano's Economic Index of Risk 0 0 0 18 2 6 9 144
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern 0 0 0 253 5 9 26 1,027
Reduce computation in profile empirical likelihood method 0 0 0 23 2 12 15 128
The Impact of Return Nonnormality on Exchange Options 0 0 0 43 0 1 6 125
Total Working Papers 0 1 5 1,811 22 105 190 5,589

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 0 7 12 138
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes 0 0 0 19 0 3 13 132
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility 0 0 1 38 1 2 16 172
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil 0 0 1 7 0 1 6 50
Analytic Approximation of Finite‐Maturity Timer Option Prices 0 0 0 2 1 3 3 29
Analytical approximations for the critical stock prices of American options: a performance comparison 0 0 0 8 0 2 6 59
Approximate inversion of the Black-Scholes formula using rational functions 0 3 9 218 0 10 23 448
Aumann and Serrano's economic index of risk for sums of gambles 0 0 0 2 1 1 7 46
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES 0 0 1 4 0 0 4 22
Conditional estimation of diffusion processes 0 0 0 65 1 5 10 171
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 0 1 4 6 23
Multi-asset spread option pricing and hedging 0 0 0 81 0 2 7 216
On Aumann and Serrano’s economic index of risk 0 0 0 8 1 7 14 73
The impact of return nonnormality on exchange options 0 0 0 2 0 7 11 28
Total Journal Articles 0 3 12 476 6 54 138 1,607

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Statistics updated 2026-04-09