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 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 1 1 20 83
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching 0 0 0 1 1 4 11 37
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 1 2 11 49
Strategic real options with stochastic volatility in a duopoly model 0 0 0 20 0 0 9 95
Total Working Papers 0 0 0 112 3 8 95 425

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 0 22 59
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices 0 0 2 14 0 15 36 80
Monetary policy and financial economic growth 0 0 2 25 2 2 11 83
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 0 5 7
Pricing VIX derivatives with infinite‐activity jumps 0 0 0 12 0 1 8 60
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 0 0 1 2 0 0 8 13
Pricing variance swaps under stochastic volatility and stochastic interest rate 0 0 0 2 0 2 14 31
Rational expectations equilibria: existence and representation 0 0 0 5 0 1 13 48
Robust efficiency in mixed economies with asymmetric information 0 0 0 14 0 2 9 90
Rough stochastic elasticity of variance and option pricing 0 0 0 5 1 2 11 34
Specification analysis of VXX option pricing models under Lévy processes 0 0 0 4 1 2 10 29
Strategic real options with stochastic volatility in a duopoly model 0 0 0 1 1 1 8 10
Total Journal Articles 0 0 5 106 5 29 172 660

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Statistics updated 2026-10-11