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 12 139
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes 0 0 0 117 1 2 17 446
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility 0 1 1 84 0 1 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 0 0 9 313
Asset Pricing - A Brief Review 0 0 1 282 1 2 19 546
Aumann and Serrano's Economic Index of Risk for Sums of Gambles 0 0 0 10 0 0 15 78
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 0 0 2 468 0 3 25 1,213
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 13 0 1 8 69
Multi-asset Spread Option Pricing and Hedging 0 0 1 324 0 2 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 2 3 27 1,032
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 0 1 5 1,812 4 14 225 5,643

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 1 4 15 143
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes 0 0 0 19 0 1 13 134
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility 0 2 3 40 2 4 26 184
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil 0 1 2 8 0 1 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 1 9 62
Approximate inversion of the Black-Scholes formula using rational functions 1 1 10 219 4 5 27 455
Aumann and Serrano's economic index of risk for sums of gambles 0 0 0 2 0 7 19 58
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES 0 0 1 4 1 2 7 25
Conditional estimation of diffusion processes 0 0 0 65 0 1 11 174
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 0 2 2 10 27
Multi-asset spread option pricing and hedging 0 0 0 81 0 2 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 1 14 31
Total Journal Articles 1 4 16 480 10 31 188 1,672

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07