Impulse control with random reaction periods: A central bank intervention problem. - Alain Bensoussan 001; Hongwei Long; Sandun C. Perera; Suresh P. Sethi (Oper. Res. Lett., 2012)

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises. - Hongwei Long; Yasutaka Shimizu; Wei Sun (J. Multivar. Anal., 2013)

A jump model for fads in asset prices under asymmetric information. - Winston S. Buckley; Hongwei Long; Sandun C. Perera (Eur. J. Oper. Res., 2014)

A discontinuous mispricing model under asymmetric information. - Winston S. Buckley; Hongwei Long (Eur. J. Oper. Res., 2015)

Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets. - Winston S. Buckley; Hongwei Long; Mario Marshall (Eur. J. Oper. Res., 2016)

An approximation scheme for impulse control with random reaction periods. - Sandun C. Perera; Hongwei Long (Oper. Res. Lett., 2017)

Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. - Sandun C. Perera; Winston S. Buckley; Hongwei Long (Ann. Oper. Res., 2018)