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 1 1 14 34
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 0 19 82
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 3 3 10 36
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 0 0 13 48
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 0 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 4 7 93 422

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 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 15 15 36 80
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 1 1 8 60
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 1 2 0 1 8 13
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 2 3 14 31
Rational expectations equilibria: existence and representation 0 0 0 5 1 1 13 48
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 2 2 9 90
Rough stochastic elasticity of variance and option pricing 0 0 0 5 0 1 10 33
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 0 1 9 28
Strategic real options with stochastic volatility in a duopoly model 0 0 0 1 0 0 7 9
Total Journal Articles 0 0 5 106 21 29 167 655

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Statistics updated 2026-09-10