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ORCIDJohn G. O'Hara
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- affiliation: University of Essex, Colchester, UK
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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
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