Search Results - "Cao, Jiling"

Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility.

Authors: Cao, Jiling Gong, Sheng Li, Xi et al.

Source: Mathematics (2227-7390). May2026, Vol. 14 Issue 5, p1651. 23p.

Valuation of European options with stochastic interest rates and transaction costs.

Authors: Cao, Jiling Wang, Biyuan Zhang, Wenjun

Source: International Journal of Computer Mathematics; Feb2022, Vol. 99 Issue 2, p227-239, 13p

Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model.

Authors: Tan, Jianguo Cao, Jiling

Source: Computers & Mathematics with Applications; Oct2025, Vol. 196, p246-262, 17p

Effects of copper oxide nanoparticles on soil diazotrophic communities in maize rhizosphere.

Authors: Cao, Jiling Liu, Zhiyuan Zhao, Haiying et al.

Source: Journal of Soils & Sediments: Protection, Risk Assessment, & Remediation. Apr2023, Vol. 23 Issue 4, p1760-1774. 15p.

A Mellin transform approach to pricing barrier options under stochastic elasticity of variance.

Authors: Kim, Hyun‐Gyoon Cao, Jiling Kim, Jeong‐Hoon et al.

Source: Applied Stochastic Models in Business & Industry. Mar2023, Vol. 39 Issue 2, p160-176. 17p.

Valuation of American put options under a modified 4/2 stochastic volatility model.

Authors: Cao, Jiling Kim, Jeong-Hoon Liu, Wenqiang et al.

Source: Journal of Computational & Applied Mathematics; Apr2026, Vol. 476, pN.PAG-N.PAG, 1p

Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.

Authors: Cao, Jiling Kim, Jeong-Hoon Li, Xi et al.

Source: Mathematics & Computers in Simulation; Jun2023, Vol. 208, p660-676, 17p

Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching.

Authors: Cao, Jiling Roslan, Teh Raihana Nazirah Zhang, Wenjun

Source: Methodology & Computing in Applied Probability. Dec2018, Vol. 20 Issue 4, p1359-1379. 21p.

A beneficial role of arbuscular mycorrhizal fungi in influencing the effects of silver nanoparticles on plant-microbe systems in a soil matrix.

Authors: Cao, Jiling Feng, Youzhi Lin, Xiangui et al.

Source: Environmental Science & Pollution Research. Apr2020, Vol. 27 Issue 11, p11782-11796. 15p.

Specification analysis of VXX option pricing models under Lévy processes.

Authors: Cao, Jiling Ruan, Xinfeng Su, Shu et al.

Source: Journal of Futures Markets. Sep2021, Vol. 41 Issue 9, p1456-1477. 22p.

Silver Nanoparticles Alter the Diazotrophic Community Structure and Co-Occurrence Patterns in Maize Rhizosphere.

Authors: Chen, Hui Li, Siyao Fan, Chengheng et al.

Source: Agronomy. Jul2025, Vol. 15 Issue 7, p1601. 15p.

Different Responses of Arbuscular Mycorrhizal Fungal Community Compositions in the Soil and Roots to Nitrogen Deposition in a Subtropical Cunninghamia lanceolata Plantation in China.

Authors: Han, Yu Liu, Zhiyuan Li, Siyao et al.

Source: Forests (19994907). Jan2024, Vol. 15 Issue 1, p27. 15p.

Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment.

Authors: Cao, Jiling Kim, Jeong-Hoon Liu, Wenqiang et al.

Source: North American Journal of Economics & Finance. Jan2025, Vol. 76, pN.PAG-N.PAG. 1p.

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Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices.

Authors: Cao, Jiling Ruan, Xinfeng Zhang, Wenjun

Source: Journal of Futures Markets. Jun2020, Vol. 40 Issue 6, p945-973. 29p.

Pricing VIX derivatives with infinite‐activity jumps.

Authors: Cao, Jiling Ruan, Xinfeng Su, Shu et al.

Source: Journal of Futures Markets. Mar2020, Vol. 40 Issue 3, p329-354. 26p.

Impact of Silver Nanoparticles on Arbuscular Mycorrhizal Fungi and Glomalin-Related Soil Proteins in the Rhizosphere of Maize Seedlings.

Authors: Zhao, Haiying Liu, Zhiyuan Han, Yu et al.

Source: Diversity (14242818). May2024, Vol. 16 Issue 5, p273. 16p.

On hyperspace topologies via distance functionals in quasi-metric spaces.

Authors: Cao, Jiling Rodríguez-López, J.

Source: Acta Mathematica Hungarica. Sep2006, Vol. 112 Issue 3, p249-268. 20p. 1 Diagram.

QUASICONTINUOUS SELECTIONS OF UPPER CONTINUOUS SET-VALUED MAPPINGS.

Authors: Cao, Jiling Moors, Warren B.

Source: Real Analysis Exchange. 2005/2006, Vol. 31 Issue 1, p63-71. 9p.

Strategic real options with stochastic volatility in a duopoly model.

Authors: Huang, Bing Cao, Jiling Chung, Hyuck

Source: Chaos, Solitons & Fractals. Jan2014, Vol. 58, p40-51. 12p.

Subjects: Duopolies, Mathematical models, Real options (Finance), Stochastic processes, Market volatility, Investments, Economic demand, Game theory