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researcher

Jiling Cao

17 papers hereh-index 14643 citations104 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author6
  • middle author2
  • last author8

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • math.GN9
  • math.FA3
  • q-fin.PR2
  • econ.GN1
  • math.GR1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
19982022
most citedPricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure

1 citations · 1 across the 16 of their papers we have counts for

collaborators
Showing math.FAShow all

3 papers · 1 filter

math.FA2012

Aggregate Preferred Correspondence and the Existence of a MREE

Anuj Bhowmik, Jiling Cao, Nicholas C. Yannelis

In this paper, a general model of a pure exchange differential information economy is studied. In this economic model, the space of states of nature is a complete probability measu…

math.FA2011

Infinite dimensional mixed economies with asymmetric information

Anuj Bhowmik, Jiling Cao

In this paper, we study asymmetric information economies consisting of both non-negligible and negligible agents and having ordered Banach spaces as their commodity spaces. In answ…

math.FA2011

On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces

Anuj Bhowmik, Jiling Cao

In this paper, we establish two different characterizations of Walrasian expectations allocations by the veto power of the grand coalition in an asymmetric information economy havi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.