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Conditional estimation of diffusion processes
Li, Minqiang; Pearson, Neil D.; Poteshman, Allen M. - In: Journal of financial economics 74 (2004) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10006503362
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Structural vector autoregressions with Markov switching
Li, Minqiang - In: Journal of economic dynamics & control 34 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008348363
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Convenience yields
Li, Minqiang - In: Review of derivatives research 13 (2010) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10008389594
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A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang - In: Review of derivatives research 13 (2010) 2, pp. 177-218
Persistent link: https://www.econbiz.de/10008424176
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Crowding with nearest neighbors replacement for multiple species niching and building blocks preservation in binary multimodal functions optimization
Li, Minqiang; Kou, Jisong - In: Journal of heuristics 14 (2008) 3, pp. 243-270
Persistent link: https://www.econbiz.de/10008221192
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Approximate inversion of the Black–Scholes formula using rational functions
Li, Minqiang - In: European journal of operational research : EJOR 185 (2008) 2, pp. 743-759
Persistent link: https://www.econbiz.de/10007895546
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A floating-point genetic algorithm for solving the unit commitment problem
Dang, Chuangyin; Li, Minqiang - In: European journal of operational research : EJOR 181 (2007) 3, pp. 1370-1395
Persistent link: https://www.econbiz.de/10007720136
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Optimal versioning and pricing of information products with considering or not common valuation of customers
Li, Minqiang; Feng, Haiyang; Chen, Fuzan - In: Computers & industrial engineering : CAIE ; an … 63 (2012) 1, pp. 173-184
Persistent link: https://www.econbiz.de/10009972247
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Optimal versioning strategy for information products with behavior-based utility function of heterogeneous customers
Li, Minqiang; Feng, Haiyang; Chen, Fuzan; Kou, Jisong - In: Computers & operations research : and their … 40 (2013) 10, pp. 2374-2386
Persistent link: https://www.econbiz.de/10010134284
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Numerical investigation on mixed bundling and pricing of information products
Li, Minqiang; Feng, Haiyang; Chen, Fuzan; Kou, Jisong - In: International journal of production economics 144 (2013) 2, pp. 560-571
Persistent link: https://www.econbiz.de/10010134342