Concepedia

Minqiang Li

ML

12

Publications

347

Citations

11

H-Index

2004

Active since

Affiliations

Georgia Institute of Technology(Current)

Bloomberg (United States)

University of Illinois Urbana-Champaign

Chinese Academy of Sciences

University of Science and Technology of China

Minqiang Li is an author at Georgia Institute of Technology specializing in engineering, option pricing, and approximation theory.

Top concepts

EngineeringBusinessAsset PricingOption PricingApproximation TheoryFinanceVolatility ModelingStochastic ProcessesStochastic VolatilityMultivariate Stochastic Volatility

Publications per year

2004–2014

12

Publications

12

Closed-Form Approximations for Spread Option Prices and Greeks

Minqiang Li, Shijie Deng, Jieyun Zhoc · The Journal of Derivatives · 2008 · 105 citations

Option Pricing, Pricing Models, Black-scholes Model +12

Approximate inversion of the Black–Scholes formula using rational functions

Minqiang Li · European Journal of Operational Research · 2007 · 58 citations

Numerical Analysis, Pade Approximation, Pade Approximant +5

Closed-Form Approximations for Spread Option Prices and Greeks

Minqiang Li, Shijie Deng, Jieyun Zhou · SSRN Electronic Journal · 2006 · 33 citations · Full text

Conditional estimation of diffusion processes

Minqiang Li, Neil D. Pearson, Allen M. Poteshman · Journal of Financial Economics · 2004 · 31 citations

Engineering, Conditional Estimation, Diffusion Process +3

Analytical approximations for the critical stock prices of American options: a performance comparison

Minqiang Li · Review of Derivatives Research · 2009 · 19 citations

Option Pricing, Critical Stock Prices, Asset Pricing +7

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