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 0 11 139
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes 0 0 0 117 1 3 18 447
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility 0 0 1 84 0 0 25 394
Analytic Approximation of Finite-Maturity Timer Option Prices 0 0 0 11 0 0 8 59
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison 0 0 0 108 1 1 10 314
Asset Pricing - A Brief Review 0 0 1 282 1 3 19 547
Aumann and Serrano's Economic Index of Risk for Sums of Gambles 0 0 0 10 1 1 16 79
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models 0 0 0 25 0 0 11 89
Closed-Form Approximations for Spread Option Prices and Greeks 1 1 3 469 1 4 26 1,214
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 13 1 1 8 70
Multi-asset Spread Option Pricing and Hedging 0 0 1 324 0 0 9 856
On Aumann and Serrano's Economic Index of Risk 0 0 0 18 0 0 12 148
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern 0 0 0 253 3 5 28 1,035
Reduce computation in profile empirical likelihood method 0 0 0 23 0 0 17 130
The Impact of Return Nonnormality on Exchange Options 0 0 0 43 0 0 11 131
Total Working Papers 1 1 6 1,813 9 18 229 5,652

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 3 15 143
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes 0 0 0 19 0 0 13 134
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility 0 1 3 40 1 4 26 185
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil 0 0 2 8 0 0 9 54
Analytic Approximation of Finite‐Maturity Timer Option Prices 0 0 0 2 0 0 6 32
Analytical approximations for the critical stock prices of American options: a performance comparison 0 0 0 8 0 0 8 62
Approximate inversion of the Black-Scholes formula using rational functions 0 1 10 219 1 5 28 456
Aumann and Serrano's economic index of risk for sums of gambles 0 0 0 2 0 1 18 58
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES 0 0 1 4 0 1 7 25
Conditional estimation of diffusion processes 0 0 0 65 0 1 10 174
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 0 0 2 10 27
Multi-asset spread option pricing and hedging 0 0 0 81 0 1 11 220
On Aumann and Serrano’s economic index of risk 0 0 0 8 0 0 11 73
The impact of return nonnormality on exchange options 0 0 0 2 0 0 14 31
Total Journal Articles 0 2 16 480 2 18 186 1,674

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Statistics updated 2026-09-10