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 1 2 127
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes 0 0 0 117 0 0 3 429
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility 0 0 0 83 0 0 4 368
Analytic Approximation of Finite-Maturity Timer Option Prices 0 0 0 11 0 1 3 51
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison 0 0 0 108 1 1 1 303
Asset Pricing - A Brief Review 0 0 3 281 1 2 5 526
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 25 0 1 2 78
Closed-Form Approximations for Spread Option Prices and Greeks 0 0 3 466 0 1 10 1,188
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 13 0 1 3 61
Multi-asset Spread Option Pricing and Hedging 0 1 1 323 1 2 5 847
On Aumann and Serrano's Economic Index of Risk 0 0 0 18 0 1 2 136
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern 0 0 1 253 0 3 12 1,004
Reduce computation in profile empirical likelihood method 0 0 0 23 0 0 1 113
The Impact of Return Nonnormality on Exchange Options 0 0 0 43 1 1 2 120
Total Working Papers 0 1 8 1,807 4 15 55 5,414


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 1 2 127
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes 0 0 0 19 2 2 6 121
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility 0 0 1 37 0 1 3 157
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil 0 0 0 6 0 0 0 44
Analytic Approximation of Finite‐Maturity Timer Option Prices 0 0 0 2 0 0 1 26
Analytical approximations for the critical stock prices of American options: a performance comparison 0 0 0 8 0 0 2 53
Approximate inversion of the Black-Scholes formula using rational functions 0 0 4 209 0 2 9 427
Aumann and Serrano's economic index of risk for sums of gambles 0 0 0 2 0 0 1 39
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES 0 0 0 3 0 0 2 18
Conditional estimation of diffusion processes 0 0 1 65 0 2 4 163
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 0 0 0 0 0 0 0 17
Multi-asset spread option pricing and hedging 0 0 2 81 0 0 5 209
On Aumann and Serrano’s economic index of risk 0 0 0 8 0 1 3 60
The impact of return nonnormality on exchange options 0 0 0 2 0 0 1 17
Total Journal Articles 0 0 8 464 2 9 39 1,478


Statistics updated 2025-07-04