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Hongwei Long

Affiliations: 
Florida Atlantic University, Boca Raton, FL, United States 
Area:
Mathematics, Finance, Banking Business Administration
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"Hongwei Long"
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Winston S. Buckley grad student 2009 Florida Atlantic University
Sandun C. Perera grad student 2009 Florida Atlantic University

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Publications

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Buckley W, Long H, Perera S. (2020) m-Double Poisson Lévy markets Quantitative Finance. 1-17
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
Long H, Ma C, Shimizu Y. (2017) Least squares estimators for stochastic differential equations driven by small Lévy noises Stochastic Processes and Their Applications. 127: 1475-1495
Perera S, Long H. (2017) An approximation scheme for impulse control with random reaction periods Operations Research Letters. 45: 585-591
Buckley W, Long H, Marshall M. (2015) Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets European Journal of Operational Research
Buckley WS, Long H. (2015) A discontinuous mispricing model under asymmetric information European Journal of Operational Research. 243: 944-955
Buckley WS, Long H, Perera S. (2014) A jump model for fads in asset prices under asymmetric information European Journal of Operational Research. 236: 200-208
Long H, Shimizu Y, Sun W. (2013) Least squares estimators for discretely observed stochastic processes driven by small Lévy noises Journal of Multivariate Analysis. 116: 422-439
Bensoussan A, Long H, Perera S, et al. (2012) Impulse control with random reaction periods: A central bank intervention problem Operations Research Letters. 40: 425-430
Kouritzin MA, Long H. (2002) Convergence of Markov chain approximations to stochastic reaction-diffusion equations Annals of Applied Probability. 12: 1039-1070
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