Hongwei Long

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 3

Top Topics

Optimal Portfolio

Central Limit Theorem

Polynomial Approximation

Stochastic Processes

Top Venues

Eur. J. Oper. Res.

Oper. Res. Lett.

Ann. Oper. Res.

J. Multivar. Anal.

Publications

Sandun Perera, Winston S. Buckley, Hongwei Long
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. Ann. Oper. Res. 262 (1) (2018)
Sandun Perera, Hongwei Long
An approximation scheme for impulse control with random reaction periods. Oper. Res. Lett. 45 (6) (2017)
Winston S. Buckley, Hongwei Long, Mario Marshall
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets. Eur. J. Oper. Res. 252 (2) (2016)
Winston S. Buckley, Hongwei Long
A discontinuous mispricing model under asymmetric information. Eur. J. Oper. Res. 243 (3) (2015)
Winston S. Buckley, Hongwei Long, Sandun Perera
A jump model for fads in asset prices under asymmetric information. Eur. J. Oper. Res. 236 (1) (2014)
Hongwei Long, Yasutaka Shimizu, Wei Sun
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises. J. Multivar. Anal. 116 (2013)
Alain Bensoussan, Hongwei Long, Sandun Perera, Suresh P. Sethi
Impulse control with random reaction periods: A central bank intervention problem. Oper. Res. Lett. 40 (6) (2012)