Jiling Cao

According to our database, Jiling Cao authored at least 5 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

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

Jianguo Tan, Jiling Cao

Comput. Math. Appl., 2025

2023

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

Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang

Math. Comput. Simul., June, 2023

2022

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

Jiling Cao, Biyuan Wang, Wenjun Zhang

Int. J. Comput. Math., 2022

2021

Pricing variance swaps under hybrid CEV and stochastic volatility.

Jiling Cao, Jeong-Hoon Kim, Wenjun Zhang

J. Comput. Appl. Math., 2021

2016

Pricing variance swaps under stochastic volatility and stochastic interest rate.

Jiling Cao, Guang-Hua Lian, Teh Raihana Nazirah Roslan

Appl. Math. Comput., 2016