Minqiang Li

475 total citations
32 papers, 274 citations indexed

About

Minqiang Li is a scholar working on Finance, Economics and Econometrics and Analytical Chemistry. According to data from OpenAlex, Minqiang Li has authored 32 papers receiving a total of 274 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 8 papers in Economics and Econometrics and 5 papers in Analytical Chemistry. Recurrent topics in Minqiang Li's work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (11 papers) and Financial Markets and Investment Strategies (7 papers). Minqiang Li is often cited by papers focused on Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (11 papers) and Financial Markets and Investment Strategies (7 papers). Minqiang Li collaborates with scholars based in United States, China and Sweden. Minqiang Li's co-authors include Shijie Deng, Neil D. Pearson, Fabio Mercurio, Allen M. Poteshman, Jinhuai Liu, Bai Sun, Wei Li, Jinyun Liu, Yu Zhong and Yu Zhang and has published in prestigious journals such as Journal of Financial Economics, European Journal of Operational Research and Measurement.

In The Last Decade

Minqiang Li

32 papers receiving 253 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Minqiang Li United States	11	200	53	31	26	21	32	274
Zhuliang Chen Canada	5	152 0.8×	113 2.1×	57 1.8×	9 0.3×	27 1.3×	7	255
Bruno Dupire United States	5	232 1.2×	71 1.3×	24 0.8×	17 0.7×	36 1.7×	5	271
Michele Bufalo Italy	10	123 0.6×	116 2.2×	13 0.4×	23 0.9×	25 1.2×	42	220
Dmitry Davydov United States	4	386 1.9×	115 2.2×	68 2.2×	18 0.7×	37 1.8×	12	435
Archil Gulisashvili United States	12	333 1.7×	100 1.9×	69 2.2×	16 0.6×	16 0.8×	46	509
Chenxu Li China	10	244 1.2×	47 0.9×	54 1.7×	31 1.2×	23 1.1×	21	274
Eduardo Abi Jaber France	9	222 1.1×	73 1.4×	34 1.1×	9 0.3×	16 0.8×	23	238
Tai‐Ho Wang United States	10	340 1.7×	113 2.1×	56 1.8×	39 1.5×	99 4.7×	33	444
Anthony Réveillac France	9	184 0.9×	45 0.8×	31 1.0×	6 0.2×	55 2.6×	27	269

Countries citing papers authored by Minqiang Li

Since Specialization

Citations

This map shows the geographic impact of Minqiang Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Minqiang Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Minqiang Li more than expected).

Fields of papers citing papers by Minqiang Li

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Minqiang Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Minqiang Li. The network helps show where Minqiang Li may publish in the future.

Co-authorship network of co-authors of Minqiang Li

This figure shows the co-authorship network connecting the top 25 collaborators of Minqiang Li. A scholar is included among the top collaborators of Minqiang Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Minqiang Li. Minqiang Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Li, Minqiang, et al.. (2018). The GARCH Linear SDE: Explicit Formulas and the Pricing of a Quanto CDS. SSRN Electronic Journal. 4 indexed citations

Li, Minqiang & Fabio Mercurio. (2016). The Basis Goes Stochastic: A Jump-Diffusion Model for Financial Risk Applications. SSRN Electronic Journal. 1 indexed citations

Li, Minqiang & Fabio Mercurio. (2015). Jumping with Default: Wrong-Way-Risk Modeling for Credit Valuation Adjustment. SSRN Electronic Journal. 4 indexed citations

Li, Minqiang. (2014). Aumann and Serrano’s economic index of risk for sums of gambles. Cogent Economics & Finance. 2(1). 921574–921574. 1 indexed citations

Li, Minqiang & Fabio Mercurio. (2014). Analytic Approximation of Finite‐Maturity Timer Option Prices. Journal of Futures Markets. 35(3). 245–273. 12 indexed citations

Li, Minqiang & Fabio Mercurio. (2013). Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 2 indexed citations

Li, Minqiang. (2013). An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil. Journal of Empirical Finance. 22. 128–139. 3 indexed citations

Li, Wei, Minqiang Li, Jinyun Liu, et al.. (2012). Feature extraction for identification of drug body packing based on nonnegative matrix factorization. Analytical Methods. 4(6). 1704–1704. 6 indexed citations

Zhong, Yu, Fang Zhang, Wei Li, et al.. (2012). A new application of X‐ray scattering using principal component analysis – classification and identification of liquid precursor chemicals. X-Ray Spectrometry. 42(1). 45–51. 4 indexed citations

10.

Li, Wei, Yu Zhang, Bai Sun, et al.. (2012). Support vector machines combined with wavelet-based feature extraction for identification of drugs hidden in anthropomorphic phantom. Measurement. 46(1). 284–293. 12 indexed citations

11.

Zhang, Yu, Minqiang Li, Yu Zhong, et al.. (2011). APPLICATION OF SINGULAR VALUE DECOMPOSITION FOR IDENTIFICATION OF LIQUID PRECURSOR CHEMICALS USING ENERGY-DISPERSIVE X-RAY SCATTERING. Instrumentation Science & Technology. 39(1). 20–33. 12 indexed citations

12.

Li, Wei, Fang Zhang, Bai Sun, et al.. (2010). Detection of heroin covered by skin by using robust principal components analysis. Measurement. 44(1). 267–273. 7 indexed citations

13.

Li, Minqiang, et al.. (2009). An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility. Quantitative Finance. 11(8). 1245–1269. 13 indexed citations

14.

Li, Minqiang. (2008). Approximate Inversion of the Black-Scholes Formula Using Rational Functions. SSRN Electronic Journal. 2 indexed citations

15.

Li, Minqiang. (2007). The Impact of Return Nonnormality on Exchange Options. SSRN Electronic Journal. 1 indexed citations

16.

Li, Minqiang. (2007). Approximate inversion of the Black–Scholes formula using rational functions. European Journal of Operational Research. 185(2). 743–759. 34 indexed citations

17.

Li, Minqiang. (2006). You Don't Have to Bother Newton for Implied Volatility. SSRN Electronic Journal. 2 indexed citations

18.

Li, Minqiang & Neil D. Pearson. (2004). Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern. SSRN Electronic Journal. 13 indexed citations

19.

Li, Minqiang, Neil D. Pearson, & Allen M. Poteshman. (2003). Conditional Estimation of Diffusion Processes. SSRN Electronic Journal. 3 indexed citations

20.

Li, Minqiang. (2002). A Coevolutionary Algorithm Based on ε-Constraint and Augmented Lagrangian Methods. Systems engineering and electronics. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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