Access Statistics for Jiling Cao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 13 33
Infinite dimensional mixed economies with asymmetric information 0 0 0 18 0 0 17 79
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 22 0 1 19 82
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 0 0 7 33
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 0 0 14 48
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 1 1 11 48
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 0 2 9 95
Total Working Papers 0 0 0 112 1 4 90 418

Journal Article File Downloads Abstract Views
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 1 1 8 68
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 0 2 22 59
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 2 14 0 3 21 65
Monetary policy and financial economic growth 0 0 2 25 0 0 9 81
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 0 0 9 48
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market 0 0 0 0 0 1 5 7
Pricing VIX derivatives with infinite‐activity jumps 0 0 0 12 0 0 7 59
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 1 2 0 2 8 13
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 0 1 12 29
Rational expectations equilibria: existence and representation 0 0 0 5 0 0 12 47
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 0 0 7 88
Rough stochastic elasticity of variance and option pricing 0 0 0 5 1 1 11 33
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 1 1 10 28
Strategic real options with stochastic volatility in a duopoly model 0 0 0 1 0 1 7 9
Total Journal Articles 0 0 5 106 3 13 148 634

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Statistics updated 2026-08-07