List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy Annals of Finance | 2019-11-07 | Paper |
| On the sensitivity of the black capital asset pricing model to the market portfolio Risk and Decision Analysis | 2019-03-12 | Paper |
| An approximation scheme for impulse control with random reaction periods Operations Research Letters | 2019-02-22 | Paper |
| Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps Annals of Operations Research | 2018-06-13 | Paper |
| Impulse control with random reaction periods: a central bank intervention problem Operations Research Letters | 2013-03-05 | Paper |
Research outcomes over time
This page was built for person: Sandun Perera
