Minqiang Li : Citation Profile

6

H index

4

i10 index

127

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2004 - 2015). See details.
   Cites by year: 11
   Journals where Minqiang Li has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 13 (9.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli360
   Updated: 2025-12-20    RAS profile: 2023-07-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Minqiang Li.

Is cited by:

Arismendi Zambrano, Juan (4)

Driscoll, John (3)

Wang, Xingchun (3)

Choi, Jaehyuk (3)

Agarwal, Sumit (3)

Laibson, David (3)

Prokopczuk, Marcel (2)

Orlando, Giuseppe (2)

Olkhov, Victor (2)

Fabozzi, Frank (2)

Werding, Martin (2)

Cites to:

Ait-Sahalia, Yacine (12)

Wu, Liuren (9)

Campbell, John (9)

merton, robert (8)

Hansen, Lars (7)

Cochrane, John (6)

Scholes, Myron (5)

Constantinides, George (5)

Detemple, Jerome (4)

Chapman, David (4)

Jagannathan, Ravi (4)

Main data

Where Minqiang Li has published?

Journals with more than one article published# docs
Journal of Futures Markets3
Quantitative Finance2
Review of Derivatives Research2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15

Recent works citing Minqiang Li (2025 and 2024)

YearTitle of citing document
2024Tighter uniform bounds for Black-Scholes implied volatility and the applications to root-finding. (2024). Su, Nan ; Huh, Jeonggyu ; Choi, Jaehyuk. In: Papers. RePEc:arx:papers:2302.08758.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025A Frisch-Waugh-Lovell theorem for empirical likelihood. (2025). Song, Yichun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000842.

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2024Pricing exchange options under stochastic correlation. (2024). Olivares, Pablo ; Villamor, Enrique. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000780.

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2025Pricing of American timer options. (2025). Kim, Donghyun ; Ha, Mijin ; Yoon, Ji-Hun ; Park, Sangmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s106294082500049x.

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2024Valuing of timer path-dependent options. (2024). Ha, Mijin ; Yoon, Ji-Hun ; Kim, Donghyun. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:208-227.

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2024Sector Formula for Approximation of Spread Option Value & Greeks and Its Applications. (2024). Wang, ZI ; Galeeva, Roza. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:3:p:17-313:d:1443919.

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2024Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. (2024). Sutthimat, Phiraphat ; Chumpong, Kittisak ; Mekchay, Khamron ; Nualsri, Fukiat. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2667-:d:1465337.

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2024Spread Option Pricing Under Finite Liquidity Framework. (2024). Pirvu, Traian A ; Zhang, Shuming. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:11:p:173-:d:1511164.

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2024Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model. (2024). Chang, Emma En-Tze ; Miao, Daniel Wei-Chung ; Lin, Xenos Chang-Shuo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10468-2.

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2025Pricing of Vulnerable Timer Options. (2025). Choi, Sun-Yong ; Kim, Donghyun ; Ha, Mijin ; Yoon, Ji-Hun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10469-1.

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2025Valuation of vulnerable options using a bivariate Gram–Charlier approximation. (2025). Wang, Xingchun ; Ou, Xinyue ; Dong, Dingding. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-024-09207-y.

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2024Jackknife empirical likelihood based diagnostic checking for Ar(p) models. (2024). Fan, Yawen ; Cao, Yang ; Liu, Xiaohui. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01385-x.

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Works by Minqiang Li:

YearTitleTypeCited
2010A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2008A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Approximate inversion of the Black-Scholes formula using rational functions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article16
2013An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2004Conditional estimation of diffusion processes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article16
2010Analytical approximations for the critical stock prices of American options: a performance comparison In: Review of Derivatives Research.
[Full Text][Citation analysis]		article4
2009Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2009A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Asset Pricing - A Brief Review In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Reduce computation in profile empirical likelihood method In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2013Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013On Aumann and Serranos Economic Index of Risk In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014On Aumann and Serrano’s economic index of risk.(2014) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2015Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach.(2015) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014Analytic Approximation of Finite-Maturity Timer Option Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2015Analytic Approximation of Finite‐Maturity Timer Option Prices.(2015) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2014Aumann and Serranos Economic Index of Risk for Sums of Gambles In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Aumann and Serranos economic index of risk for sums of gambles.(2014) In: Cogent Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2008An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2011An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility.(2011) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2008Closed-Form Approximations for Spread Option Prices and Greeks In: MPRA Paper.
[Full Text][Citation analysis]		paper33
2007The Impact of Return Nonnormality on Exchange Options In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2008The impact of return nonnormality on exchange options.(2008) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2008Multi-asset Spread Option Pricing and Hedging In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2010Multi-asset spread option pricing and hedging.(2010) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2014CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article3

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