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 2 19
Infinite dimensional mixed economies with asymmetric information 0 0 0 18 0 9 9 61
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 2 26
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 0 0 0 33
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 0 1 1 37
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 0 0 0 85
Total Working Papers 0 0 0 112 0 10 14 324


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 1 60
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 0 0 2 35
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 2 12 0 0 4 44
Monetary policy and financial economic growth 0 0 2 23 1 2 7 71
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 0 1 2 38
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 6 52
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 1 1 0 0 2 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 3 35
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 0 1 3 80
Rough stochastic elasticity of variance and option pricing 0 0 0 5 0 0 3 21
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 1 1 1 1 1 1 1 1
Total Journal Articles 1 1 6 101 2 5 37 479


Statistics updated 2025-06-06