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	32	0	0	0	120
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	0	0	1	425
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	1	82	0	1	2	356
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	1	1	1	46
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	0	0	1	302
Asset Pricing - A Brief Review	0	0	4	270	1	1	6	509
Aumann and Serrano's Economic Index of Risk for Sums of Gambles	0	0	0	10	0	0	0	63
Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models	0	0	0	22	0	0	0	72
Closed-Form Approximations for Spread Option Prices and Greeks	0	0	1	455	2	4	8	1,159
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	12	1	1	7	53
Multi-asset Spread Option Pricing and Hedging	0	1	2	321	2	5	12	838
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	0	1	2	133
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	2	4	12	233	4	10	62	924
Reduce computation in profile empirical likelihood method	0	0	0	23	0	0	0	110
The Impact of Return Nonnormality on Exchange Options	0	0	1	43	0	0	3	118
Total Working Papers	2	5	21	1,757	11	24	105	5,228

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	21	0	0	0	121
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	0	0	2	113
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	0	2	31	0	0	8	142
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	0	0	0	6	0	0	1	41
Analytic Approximation of Finite‐Maturity Timer Option Prices	1	1	1	2	1	1	1	24
Analytical approximations for the critical stock prices of American options: a performance comparison	0	0	0	7	0	0	1	49
Approximate inversion of the Black-Scholes formula using rational functions	0	1	7	200	1	2	17	404
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	0	0	1	38
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES	0	0	1	1	0	0	1	12
Conditional estimation of diffusion processes	0	2	2	62	0	4	5	155
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	0	0	0	1	17
Multi-asset spread option pricing and hedging	0	0	1	74	1	2	4	197
On Aumann and Serrano’s economic index of risk	0	1	1	8	2	5	6	53
The impact of return nonnormality on exchange options	0	0	1	2	0	0	2	16
Total Journal Articles	1	5	16	435	5	14	50	1,382

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Statistics updated 2022-11-05