Li, Minqiang (2007): The Impact of Return Nonnormality on Exchange Options.
Li, Minqiang (2008): Closed-Form Approximations for Spread Option Prices and Greeks.
Li, Minqiang (2008): Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern.
Li, Minqiang and Deng, Shijie and Zhou, Jieyun (2008): Multi-asset Spread Option Pricing and Hedging.
Li, Minqiang (2008): An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility.
Li, Minqiang (2008): A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation.
Li, Minqiang (2009): A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes.
Li, Minqiang (2010): Asset Pricing - A Brief Review.
Li, Minqiang and Peng, Liang and Qi, Yongcheng (2011): Reduce computation in profile empirical likelihood method.
Li, Minqiang and Mercurio, Fabio (2013): Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models.
Li, Minqiang (2013): On Aumann and Serrano's Economic Index of Risk.
Li, Minqiang (2014): Analytic Approximation of Finite-Maturity Timer Option Prices.
Li, Minqiang (2014): Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach.
Li, Minqiang (2014): Aumann and Serrano's Economic Index of Risk for Sums of Gambles.
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