Access Statistics for Jiling Cao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	19
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	1	2	26
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	2	7	314

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	2	35
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices	0	1	2	12	0	1	6	44
Monetary policy and financial economic growth	0	1	3	23	0	1	8	69
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces	0	0	0	2	0	0	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	1	1	9	52
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching	0	1	1	1	0	1	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	1	3	35
Robust efficiency in mixed economies with asymmetric information	0	0	0	14	1	1	2	79
Rough stochastic elasticity of variance and option pricing	0	0	0	5	0	2	3	21
Specification analysis of VXX option pricing models under Lévy processes	0	0	0	4	0	1	3	18
Strategic real options with stochastic volatility in a duopoly model	0	0	0	0	0	0	0	0
Total Journal Articles	0	3	6	100	3	10	41	474

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Statistics updated 2025-03-03