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Jiling Cao
Publication Activity (10 Years)
Years Active: 2016-2023
Publications (10 Years): 4
Top Topics
Transaction Costs
Portfolio Management
Garch Model
Stochastic Nature
Top Venues
Math. Comput. Simul.
J. Comput. Appl. Math.
Appl. Math. Comput.
Int. J. Comput. Math.
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Publications
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Jiling Cao
,
Jeong-Hoon Kim
,
Xi Li
,
Wenjun Zhang
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.
Math. Comput. Simul.
208 (2023)
Jiling Cao
,
Biyuan Wang
,
Wenjun Zhang
Valuation of European options with stochastic interest rates and transaction costs.
Int. J. Comput. Math.
99 (2) (2022)
Jiling Cao
,
Jeong-Hoon Kim
,
Wenjun Zhang
Pricing variance swaps under hybrid CEV and stochastic volatility.
J. Comput. Appl. Math.
386 (2021)
Jiling Cao
,
Guang-Hua Lian
,
Teh Raihana Nazirah Roslan
Pricing variance swaps under stochastic volatility and stochastic interest rate.
Appl. Math. Comput.
277 (2016)