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 8 10 29
Infinite dimensional mixed economies with asymmetric information 0 0 0 18 6 14 24 76
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 22 3 14 16 79
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 0 3 5 31
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 0 4 7 40
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 0 6 8 44
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 0 4 5 90
Total Working Papers 0 0 0 112 9 53 75 389

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 6 7 67
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 0 17 19 54
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 1 2 14 2 11 13 57
Monetary policy and financial economic growth 0 0 2 25 1 2 9 78
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 0 7 10 47
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market 0 0 0 0 1 2 2 4
Pricing VIX derivatives with infinite‐activity jumps 0 0 0 12 1 4 5 57
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 1 1 2 0 5 6 11
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 1 6 8 25
Rational expectations equilibria: existence and representation 0 0 0 5 1 6 8 43
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 1 4 8 87
Rough stochastic elasticity of variance and option pricing 0 0 0 5 0 3 10 31
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 1 4 6 24
Strategic real options with stochastic volatility in a duopoly model 0 0 1 1 3 4 6 6
Total Journal Articles 0 2 6 106 13 81 117 591

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Statistics updated 2026-03-04