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Minqiang Li · Study
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Author
Minqiang Li
6 works
· latest 2013
· 3 institutions
cluster: provisional
ORCID 0000-0002-8590-8186
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Citations
280
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13
Most cited in this library
Closed-Form Approximations for Spread Option Prices and Greeks
2008 · 102 citations
Approximate inversion of the Black–Scholes formula using rational functions
2007 · 59 citations
Multi-Asset Spread Option Pricing and Hedging
2007 · 53 citations
Conditional estimation of diffusion processes
2004 · 32 citations
Closed-Form Approximations for Spread Option Prices and Greeks
2006 · 30 citations
Works
6 shown
On Aumann and Serrano’s economic index of risk
Economic Theory
·
2013
·
1 author
·
Open access
4
citations
Closed-Form Approximations for Spread Option Prices and Greeks
The Journal of Derivatives
·
2008
·
2 authors
102
citations
Approximate inversion of the Black–Scholes formula using rational functions
European Journal of Operational Research
·
2007
·
1 author
·
Open access
59
citations
Multi-Asset Spread Option Pricing and Hedging
Quantitative Finance
·
2007
·
3 authors
·
Open access
53
citations
Closed-Form Approximations for Spread Option Prices and Greeks
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
30
citations
Conditional estimation of diffusion processes
Journal of Financial Economics
·
2004
·
3 authors
·
Open access
32
citations