Access Statistics for Jiling Cao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Ex-post core, fine core and rational expectations equilibrium allocations	0	0	0	9	0	1	3	20
Infinite dimensional mixed economies with asymmetric information	0	0	0	18	0	1	10	62
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces	0	0	0	22	0	0	0	63
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching	0	0	0	1	0	0	1	26
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure	0	0	0	2	0	1	1	34
Rational Expectations Equilibria: Existence and Representation	0	0	0	40	0	0	1	37
Strategic real options with stochastic volatility in a duopoly model	0	0	0	20	1	1	1	86
Total Working Papers	0	0	0	112	1	4	17	328

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Blocking efficiency in an economy with asymmetric information	0	0	0	16	0	0	1	60
Ex-post core, fine core and rational expectations equilibrium allocations	0	0	0	4	1	2	4	37
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices	0	0	1	12	0	0	3	44
Monetary policy and financial economic growth	0	0	1	23	1	2	6	72
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces	0	0	0	2	1	1	3	39
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market	0	0	0	0	0	0	0	2
Pricing VIX derivatives with infinite‐activity jumps	0	0	0	12	0	0	5	52
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching	0	0	1	1	0	0	1	5
Pricing variance swaps under stochastic volatility and stochastic interest rate	0	0	0	2	0	0	1	17
Rational expectations equilibria: existence and representation	0	0	0	5	0	0	2	35
Robust efficiency in mixed economies with asymmetric information	0	0	0	14	1	1	4	81
Rough stochastic elasticity of variance and option pricing	0	0	0	5	1	1	3	22
Specification analysis of VXX option pricing models under Lévy processes	0	0	0	4	0	0	2	18
Strategic real options with stochastic volatility in a duopoly model	0	1	1	1	0	2	2	2
Total Journal Articles	0	1	4	101	5	9	37	486

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Statistics updated 2025-08-05