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 1 9 1 1 2 18
Infinite dimensional mixed economies with asymmetric information 0 0 1 18 0 0 1 52
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 25
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 0 0 1 33
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 0 0 0 36
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 0 0 0 85
Total Working Papers 0 0 2 112 1 1 5 312


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 0 0 0 59
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 1 1 1 34
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 1 11 0 2 6 43
Monetary policy and financial economic growth 0 0 4 22 0 1 9 67
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 1 1 1 37
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 3 4 10 51
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 0 0 0 0 1 4
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 0 1 1 17
Rational expectations equilibria: existence and representation 0 0 0 5 1 1 2 34
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 0 0 0 77
Rough stochastic elasticity of variance and option pricing 0 0 0 5 0 0 1 19
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 0 1 2 17
Strategic real options with stochastic volatility in a duopoly model 0 0 0 0 0 0 0 0
Total Journal Articles 0 0 5 97 6 12 34 461


Statistics updated 2024-11-05