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 7 8 11 29
Infinite dimensional mixed economies with asymmetric information 0 0 0 18 5 8 18 70
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 22 9 12 13 76
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 3 3 5 31
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 3 4 7 40
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 2 6 8 44
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 3 4 5 90
Total Working Papers 0 0 0 112 32 45 67 380


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 3 5 6 66
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 17 17 20 54
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 2 2 14 5 10 11 55
Monetary policy and financial economic growth 0 0 2 25 1 1 8 77
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 7 8 10 47
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market 0 0 0 0 1 1 1 3
Pricing VIX derivatives with infinite‐activity jumps 0 0 0 12 3 3 5 56
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 1 1 1 2 1 5 6 11
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 5 7 7 24
Rational expectations equilibria: existence and representation 0 0 0 5 5 5 7 42
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 3 4 8 86
Rough stochastic elasticity of variance and option pricing 0 0 0 5 3 6 10 31
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 3 4 5 23
Strategic real options with stochastic volatility in a duopoly model 0 0 1 1 1 1 3 3
Total Journal Articles 1 3 6 106 58 77 107 578


Statistics updated 2026-02-12