Pricing variance swaps under stochastic volatility and stochastic interest rate. - Jiling Cao; Guang-Hua Lian; Teh Raihana Nazirah Roslan (Appl. Math. Comput., 2016)

Pricing variance swaps under hybrid CEV and stochastic volatility. - Jiling Cao; Jeong-Hoon Kim; Wenjun Zhang 007 (J. Comput. Appl. Math., 2021)

Valuation of European options with stochastic interest rates and transaction costs. - Jiling Cao; Biyuan Wang; Wenjun Zhang 003 (Int. J. Comput. Math., 2022)

Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. - Jiling Cao; Jeong-Hoon Kim; Xi Li; Wenjun Zhang 003 (Math. Comput. Simul., 2023)

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)