Li, Minqiang (2008): A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation. Unpublished.
Li, Minqiang (2009): A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes. Unpublished.
Li, Minqiang (2008): An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility. Unpublished.
Li, Minqiang (2010): Asset Pricing - A Brief Review. Unpublished.
Li, Minqiang (2008): Closed-Form Approximations for Spread Option Prices and Greeks. Unpublished.
Li, Minqiang; Deng, Shijie and Zhou, Jieyun (2008): Multi-asset Spread Option Pricing and Hedging. Unpublished.
Li, Minqiang (2008): Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern. Unpublished.
Li, Minqiang; Peng, Liang and Qi, Yongcheng (2011): Reduce computation in profile empirical likelihood method. Unpublished.
Li, Minqiang (2007): The Impact of Return Nonnormality on Exchange Options. Unpublished.
