Asymmetric information in fads models in Lâevy markets. - Winston S. Buckley (2009)

A mispricing model of stocks under asymmetric information. - Winston S. Buckley; Garfield O. Brown; Mario Marshall (Eur. J. Oper. Res., 2012)

Discrimination for two-way models with insurance applications. - Garfield O. Brown; Winston S. Buckley (Risk Decis. Anal., 2013)

On the sensitivity of the Black capital asset pricing model to the market portfolio. - Winston S. Buckley; Oneil Harris; Sandun C. Perera (Risk Decis. 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)

On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps. - Sandun C. Perera; Winston S. Buckley (J. Oper. Res. Soc., 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)

Management of online server congestion using optimal demand throttling. - Sandun C. Perera; Varun Gupta; Winston S. Buckley (Eur. J. Oper. Res., 2020)