Hongwei Long

According to our database, Hongwei Long authored at least 7 papers between 2012 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2018

Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps.

Sandun Perera, Winston S. Buckley, Hongwei Long

Ann. Oper. Res., 2018

2017

An approximation scheme for impulse control with random reaction periods.

Sandun Perera, Hongwei Long

Oper. Res. Lett., 2017

2016

Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets.

Winston S. Buckley, Hongwei Long, Mario Marshall

Eur. J. Oper. Res., 2016

2015

A discontinuous mispricing model under asymmetric information.

Winston S. Buckley, Hongwei Long

Eur. J. Oper. Res., 2015

2014

A jump model for fads in asset prices under asymmetric information.

Winston S. Buckley, Hongwei Long, Sandun Perera

Eur. J. Oper. Res., 2014

2013

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises.

Hongwei Long, Yasutaka Shimizu, Wei Sun

J. Multivar. Anal., 2013

2012

Impulse control with random reaction periods: A central bank intervention problem.

Alain Bensoussan, Hongwei Long, Sandun Perera, Suresh P. Sethi

Oper. Res. Lett., 2012