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All co-authors volatility expectations volatilität gleichgewichtstheorie stochastic pricing core rational equilibrium efficiency asymmetric information optionspreistheorie informationsökonomik rescaling double mean reverting model derivative dynamics monetary policy spectrum vector autoregressive approach rough elasticity variance option post fine allocations equilibria existence representation
Composed asymmetric information asymmetrische information rational expectations rationale erwartung equilibrium theory allgemeines gleichgewicht general equilibrium expectations equilibrium option pricing theory stochastischer prozess stochastic process mean reversion economics of information rescaling double double mean mean reverting reverting stochastic stochastic volatility volatility model model derivative derivative pricing pricing dynamics dynamics monetary monetary policy policy volatility volatility spectrum spectrum vector vector autoregressive autoregressive approach approach rough rough stochastic stochastic elasticity elasticity variance variance option option pricing pricing ex ex post post core core fine fine core core rational equilibrium allocations allocations rational expectations equilibria equilibria existence
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Jiling Cao Dr. Alternative spellings: Cao Jiling Jiling Cao
Affiliations Auckland University of Technology. School of Computing and Mathematical Sciences
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
