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	3	5	8	134
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	1	5	6	435
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	5	10	15	381
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	5	6	8	57
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	2	4	6	308
Asset Pricing - A Brief Review	0	0	1	282	10	11	17	541
Aumann and Serrano's Economic Index of Risk for Sums of Gambles	0	0	0	10	3	5	6	69
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models	0	0	0	25	4	5	9	86
Closed-Form Approximations for Spread Option Prices and Greeks	0	1	2	467	7	13	19	1,203
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	13	3	5	7	67
Multi-asset Spread Option Pricing and Hedging	0	1	2	324	2	5	7	852
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	4	5	8	142
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	0	253	3	11	22	1,021
Reduce computation in profile empirical likelihood method	0	0	0	23	6	9	9	122
The Impact of Return Nonnormality on Exchange Options	0	0	0	43	1	3	6	125
Total Working Papers	0	2	5	1,810	59	102	153	5,543

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	3	5	8	134
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	1	7	12	130
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	1	1	38	1	7	15	171
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	0	1	1	7	1	4	6	50
Analytic Approximation of Finite‐Maturity Timer Option Prices	0	0	0	2	2	2	2	28
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	8	1	4	6	58
Approximate inversion of the Black-Scholes formula using rational functions	2	4	9	217	7	10	22	445
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	0	4	7	45
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	0	1	1	4	0	3	5	22
Conditional estimation of diffusion processes	0	0	1	65	4	6	11	170
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	0	2	3	4	21
Multi-asset spread option pricing and hedging	0	0	0	81	2	5	7	216
On Aumann and Serrano’s economic index of risk	0	0	0	8	4	7	11	70
The impact of return nonnormality on exchange options	0	0	0	2	7	9	11	28
Total Journal Articles	2	7	13	475	35	76	127	1,588

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Statistics updated 2026-02-12