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 1 1 1 9 1 1 1 17
Infinite dimensional mixed economies with asymmetric information 1 1 1 18 1 1 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 0 24
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 1 1 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 1 85
Total Working Papers 2 2 2 112 3 3 4 310


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 0 0 1 33
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 1 10 1 2 4 40
Monetary policy and financial economic growth 1 1 5 21 1 3 14 64
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 0 0 0 36
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 2 3 7 46
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 0 0 0 0 0 3
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 0 0 0 16
Rational expectations equilibria: existence and representation 0 0 0 5 0 0 0 32
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 1 5 0 0 3 18
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 0 1 2 16
Strategic real options with stochastic volatility in a duopoly model 0 0 0 0 0 0 0 0
Total Journal Articles 1 1 7 95 4 9 31 442


Statistics updated 2024-06-06