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A discontinuous mispricing mod...
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ECONIS (ZBW)
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A discontinuous mispricing model under asymmetric information
Buckley, Winston S.
;
Long, Hongwei
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 944-955
Persistent link: https://www.econbiz.de/10010513805
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2
m-Double Poisson Lévy markets
Buckley, Winston S.
;
Long, Hongwei
;
Perera, Sandun
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1663-1679
Persistent link: https://www.econbiz.de/10012295630
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3
A jump model for fads in asset prices under asymmetric information
Buckley, Winston
;
Long, Hongwei
;
Perera, Sandun
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10010361742
Saved in:
4
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
Perera, Sandun
;
Buckley, Winston
;
Long, Hongwei
- In:
Risk management approaches in engineering applications
,
(pp. 213-238)
.
2018
Persistent link: https://www.econbiz.de/10011870013
Saved in:
5
An approximation scheme for impulse control with random reaction periods
Perera, Sandun
;
Long, Hongwei
- In:
Operations research letters
45
(
2017
)
6
,
pp. 585-591
Persistent link: https://www.econbiz.de/10011782985
Saved in:
6
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Buckley, Winston
;
Long, Hongwei
;
Marshall, Mario
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 676-686
Persistent link: https://www.econbiz.de/10011457778
Saved in:
7
Prioritising data items for business analytics : framework and application to human resources
Buckley, Winston
;
Long, Hongwei
;
Marshall, Mario
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 687-698
Persistent link: https://www.econbiz.de/10011457782
Saved in:
8
On the sensitivity of the Black capital asset pricing model to the market portfolio
Buckley, Winston S.
;
Harris, Oneil
;
Perera, Sandun
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 177-189
Persistent link: https://www.econbiz.de/10010190158
Saved in:
9
A mispricing model of stocks under asymmetric information
Buckley, Winston S.
;
Brown, Garfield O.
;
Marshall, Mario
- In:
European journal of operational research : EJOR
221
(
2012
)
3
,
pp. 584-592
Persistent link: https://www.econbiz.de/10009563409
Saved in:
10
Experience rating with Poisson mixtures
Brown, Garfield O.
;
Buckley, Winston S.
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
2
,
pp. 304-321
Persistent link: https://www.econbiz.de/10011542001
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