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 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
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


Statistics updated 2022-11-05