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 2 9 12 31
Infinite dimensional mixed economies with asymmetric information 0 0 0 18 2 13 17 78
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 22 1 13 17 80
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 1 4 6 32
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure 0 0 0 2 3 6 10 43
Rational Expectations Equilibria: Existence and Representation 0 0 0 40 2 4 10 46
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 2 5 7 92
Total Working Papers 0 0 0 112 13 54 79 402

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 4 7 67
Ex-post core, fine core and rational expectations equilibrium allocations 0 0 0 4 0 17 19 54
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 2 14 1 8 14 58
Monetary policy and financial economic growth 0 0 2 25 0 2 9 78
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces 0 0 0 2 0 7 10 47
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market 0 0 0 0 0 2 2 4
Pricing VIX derivatives with infinite‐activity jumps 0 0 0 12 1 5 6 58
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 1 1 2 0 1 6 11
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 1 7 9 26
Rational expectations equilibria: existence and representation 0 0 0 5 0 6 8 43
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 0 4 8 87
Rough stochastic elasticity of variance and option pricing 0 0 0 5 0 3 10 31
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 0 4 6 24
Strategic real options with stochastic volatility in a duopoly model 0 0 1 1 1 5 7 7
Total Journal Articles 0 1 6 106 4 75 121 595

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Statistics updated 2026-04-09