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	4	129
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	1	2	4	431
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	3	5	8	374
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	0	0	3	51
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	0	0	2	304
Asset Pricing - A Brief Review	0	1	2	282	1	3	8	531
Aumann and Serrano's Economic Index of Risk for Sums of Gambles	0	0	0	10	0	1	1	64
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models	0	0	0	25	0	3	4	81
Closed-Form Approximations for Spread Option Prices and Greeks	1	1	4	467	3	5	12	1,193
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	13	2	2	4	64
Multi-asset Spread Option Pricing and Hedging	1	1	2	324	2	2	4	849
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	0	1	3	137
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	0	253	2	5	15	1,012
Reduce computation in profile empirical likelihood method	0	0	0	23	2	2	3	115
The Impact of Return Nonnormality on Exchange Options	0	0	0	43	1	3	4	123
Total Working Papers	2	3	8	1,810	17	35	79	5,458

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	1	2	4	130
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	5	7	11	128
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	0	0	37	0	5	8	164
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	1	1	1	7	1	2	3	47
Analytic Approximation of Finite‐Maturity Timer Option Prices	0	0	0	2	0	0	1	26
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	8	1	1	3	55
Approximate inversion of the Black-Scholes formula using rational functions	2	6	7	215	2	9	14	437
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	0	1	3	41
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	0	0	0	3	2	3	4	21
Conditional estimation of diffusion processes	0	0	1	65	0	0	5	164
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	0	1	2	2	19
Multi-asset spread option pricing and hedging	0	0	0	81	3	5	5	214
On Aumann and Serrano’s economic index of risk	0	0	0	8	0	1	4	63
The impact of return nonnormality on exchange options	0	0	0	2	2	4	5	21
Total Journal Articles	3	7	9	471	18	42	72	1,530

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Statistics updated 2025-12-06