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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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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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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
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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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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