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	1	1	3	128
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes	0	0	0	117	0	0	2	429
An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility	0	0	0	83	0	1	5	369
Analytic Approximation of Finite-Maturity Timer Option Prices	0	0	0	11	0	0	3	51
Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison	0	0	0	108	0	2	2	304
Asset Pricing - A Brief Review	0	0	3	281	1	3	7	528
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	0	1	78
Closed-Form Approximations for Spread Option Prices and Greeks	0	0	3	466	0	0	9	1,188
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach	0	0	0	13	1	1	3	62
Multi-asset Spread Option Pricing and Hedging	0	0	1	323	0	1	4	847
On Aumann and Serrano's Economic Index of Risk	0	0	0	18	0	0	2	136
Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern	0	0	1	253	2	3	13	1,007
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	0	1	2	120
Total Working Papers	0	0	8	1,807	5	13	57	5,423

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	0	1	2	128
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes	0	0	0	19	0	2	5	121
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility	0	0	1	37	1	2	4	159
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil	0	0	0	6	0	1	1	45
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	1	1	3	54
Approximate inversion of the Black-Scholes formula using rational functions	0	0	3	209	0	1	8	428
Aumann and Serrano's economic index of risk for sums of gambles	0	0	0	2	1	1	2	40
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	1	1	5	164
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	4	209
On Aumann and Serrano’s economic index of risk	0	0	0	8	0	2	5	62
The impact of return nonnormality on exchange options	0	0	0	2	0	0	1	17
Total Journal Articles	0	0	7	464	4	12	43	1,488

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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

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

Statistics updated 2025-09-05