Sandun C. Perera, Ph.D.
Affiliations: | 2009 | Florida Atlantic University, Boca Raton, FL, United States |
Area:
Mathematics, Finance, Banking Business AdministrationGoogle:
"Sandun Perera"Parents
Sign in to add mentor| Hongwei Long | grad student | 2009 | Florida Atlantic University | |
| (Stochastic optimal impulse control of jump diffusions with application to exchange rate.) | ||||
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Publications
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| Liu M, Zhao Y, Huang R, et al. (2021) Vertical value-added cost information sharing in a supply chain. Annals of Operations Research. 1-34 |
| Perera S, Dawande M, Janakiraman G, et al. (2020) Retail Deliveries by Drones: How Will Logistics Networks Change? Production and Operations Management. 29: 2019-2034 |
| Buckley W, Long H, Perera S. (2020) m-Double Poisson Lévy markets Quantitative Finance. 1-17 |
| Perera S, Gupta V, Buckley WS. (2020) Management of online server congestion using optimal demand throttling European Journal of Operational Research. 285: 324-342 |
| Buckley W, Perera S. (2019) Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy Annals of Finance. 15: 337-368 |
| Perera S, Janakiraman G, Niu SC. (2018) Optimality of (s, S) Inventory Policies under Renewal Demand and General Cost Structures Production and Operations Management. 27: 368-383 |
| Perera S, Buckley WS, Long H. (2018) Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps Annals of Operations Research. 262: 213-238 |
| Perera S, Buckley WS. (2017) On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps Journal of the Operational Research Society. 68: 877-885 |
| Perera S, Long H. (2017) An approximation scheme for impulse control with random reaction periods Operations Research Letters. 45: 585-591 |
| Perera S, Janakiraman G, Niu SC. (2017) Optimality of (s, S) policies in EOQ models with general cost structures International Journal of Production Economics. 187: 216-228 |