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	2	3	5	131
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	3	5	5	434
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	2	7	10	376
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	1	1	3	52
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	2	2	4	306
Asset Pricing - A Brief Review	0	0	1	282	0	2	7	531
Aumann and Serrano's Economic Index of Risk for Sums of Gambles	0	0	0	10	2	2	3	66
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models	0	0	0	25	1	4	5	82
Closed-Form Approximations for Spread Option Prices and Greeks	0	1	4	467	3	8	15	1,196
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	13	0	2	4	64
Multi-asset Spread Option Pricing and Hedging	0	1	2	324	1	3	5	850
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	1	2	4	138
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	0	253	6	11	21	1,018
Reduce computation in profile empirical likelihood method	0	0	0	23	1	3	4	116
The Impact of Return Nonnormality on Exchange Options	0	0	0	43	1	4	5	124
Total Working Papers	0	2	7	1,810	26	59	100	5,484

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	3	5	131
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	1	8	12	129
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	1	1	1	38	6	10	14	170
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	0	1	1	7	2	4	5	49
Analytic Approximation of Finite‐Maturity Timer Option Prices	0	0	0	2	0	0	0	26
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	8	2	3	5	57
Approximate inversion of the Black-Scholes formula using rational functions	0	4	7	215	1	8	15	438
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	4	5	7	45
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	1	1	1	4	1	4	5	22
Conditional estimation of diffusion processes	0	0	1	65	2	2	7	166
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	0	0	2	2	19
Multi-asset spread option pricing and hedging	0	0	0	81	0	5	5	214
On Aumann and Serrano’s economic index of risk	0	0	0	8	3	4	7	66
The impact of return nonnormality on exchange options	0	0	0	2	0	4	4	21
Total Journal Articles	2	7	11	473	23	62	93	1,553

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Statistics updated 2026-01-09