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Cao, Jiling
8
Bhowmik, Anuj
5
Zhang, WenJun
3
Kim, Jeong-Hoon
2
Kim, See-Woo
1
Mohseni, Reza
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Journal of mathematical economics
3
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
2
The dynamics of the monetary policy volatility : a spectrum-vector autoregressive approach
Mohseni, Reza
;
Cao, Jiling
;
Zhang, WenJun
- In:
International journal of economics and financial issues …
9
(
2019
)
1
,
pp. 245-252
Persistent link: https://www.econbiz.de/10012149214
Saved in:
3
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
4
Ex-post core, fine core and rational expectations equilibrium allocations
Bhowmik, Anuj
;
Cao, Jiling
- In:
Journal of mathematical economics
74
(
2018
),
pp. 119-127
Persistent link: https://www.econbiz.de/10012103988
Saved in:
5
Rational expectations equilibria : existence and representation
Bhowmik, Anuj
;
Cao, Jiling
- In:
Economic theory bulletin
4
(
2016
)
2
,
pp. 367-386
Persistent link: https://www.econbiz.de/10011642022
Saved in:
6
Robust efficiency in mixed economies with asymmetric information
Bhowmik, Anuj
;
Cao, Jiling
- In:
Journal of mathematical economics
49
(
2013
)
1
,
pp. 49-57
Persistent link: https://www.econbiz.de/10009707550
Saved in:
7
On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces
Bhowmik, Anuj
;
Cao, Jiling
- In:
Economic theory : official journal of the Society for …
53
(
2013
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009779337
Saved in:
8
Blocking efficiency in an economy with asymmetric information
Bhowmik, Anuj
;
Cao, Jiling
- In:
Journal of mathematical economics
48
(
2012
)
6
,
pp. 396-403
Persistent link: https://www.econbiz.de/10009689443
Saved in:
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