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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
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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
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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
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Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston; Perera, Sandun - In: Annals of finance 15 (2019) 3, pp. 337-368
Persistent link: https://www.econbiz.de/10012240136