![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
John G. O'Hara
Person information
- affiliation: University of Essex, Colchester, UK
Refine list
![note](https://dblp.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2022
- [j12]Chun-Sung Huang
, John G. O'Hara, Sure Mataramvura
:
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility. Appl. Math. Comput. 414: 126669 (2022) - [j11]Ahoora Rostamian
, John G. O'Hara:
Event prediction within directional change framework using a CNN-LSTM model. Neural Comput. Appl. 34(20): 17193-17205 (2022) - 2021
- [c2]Zheng Gong, Carmine Ventre
, John G. O'Hara:
The efficient hedging frontier with deep neural networks. ICAIF 2021: 27:1-27:8 - 2020
- [c1]Zheng Gong, Carmine Ventre
, John G. O'Hara:
Classifying high-frequency FX rate movements with technical indicators and inception model. ICAIF 2020: 50:1-50:8
2010 – 2019
- 2019
- [j10]Bosiu C. Kaibe
, John G. O'Hara:
Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics. Symmetry 11(8): 1056 (2019) - 2017
- [j9]Chun-Sung Huang
, John G. O'Hara
, Sure Mataramvura
:
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. J. Comput. Appl. Math. 311: 230-238 (2017) - 2015
- [j8]Hengxu Wang, John G. O'Hara
, Nick Constantinou:
A path-independent approach to integrated variance under the CEV model. Math. Comput. Simul. 109: 130-152 (2015) - 2013
- [j7]Siti Nur Iqmal Ibrahim, John G. O'Hara
, Nick Constantinou:
Risk-neutral valuation of power barrier options. Appl. Math. Lett. 26(6): 595-600 (2013) - [j6]John G. O'Hara
, Christodoulos Sophocleous
, Peter G. L. Leach:
Symmetry analysis of a model for the exercise of a barrier option. Commun. Nonlinear Sci. Numer. Simul. 18(9): 2367-2373 (2013) - 2011
- [j5]E. Pillay, John G. O'Hara
:
FFT based option pricing under a mean reverting process with stochastic volatility and jumps. J. Comput. Appl. Math. 235(12): 3378-3384 (2011) - [j4]Christodoulos Sophocleous
, John G. O'Hara
, Peter G. L. Leach:
Symmetry analysis of a model of stochastic volatility with time-dependent parameters. J. Comput. Appl. Math. 235(14): 4158-4164 (2011) - 2010
- [j3]S. Gounden, John G. O'Hara
:
An analytic formula for the price of an American-style Asian option of floating strike type. Appl. Math. Comput. 217(7): 2923-2936 (2010) - [j2]Viroshan Naicker, John G. O'Hara
, Peter G. L. Leach:
A note on the integrability of the classical portfolio selection model. Appl. Math. Lett. 23(9): 1114-1119 (2010)
2000 – 2009
- 2008
- [j1]Winter Sinkala, Peter G. L. Leach, John G. O'Hara
:
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation. Appl. Math. Comput. 201(1-2): 95-107 (2008)
Coauthor Index
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 23:10 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint