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found 4 matches
- Sandun Perera, Winston S. Buckley, Hongwei Long:
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. Ann. Oper. Res. 262(1): 213-238 (2018)
- Sandun Perera, Winston S. Buckley:
On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps. J. Oper. Res. Soc. 68(8): 877-885 (2017)
- Alain Bensoussan, Hongwei Long, Sandun Perera, Suresh P. Sethi:
Impulse control with random reaction periods: A central bank intervention problem. Oper. Res. Lett. 40(6): 425-430 (2012)
- Chi Xie, Zaimei Zhang:
Research on Forecast of Central Bank Foreign Exchange Intervention Based on Rough Set Theory. CSIE (4) 2009: 23-27
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