John G. O'Hara

14 papers Journal 12Unranked 2
YearRankTypeTitle / Venue / Authors
2022 J jnl
Event prediction within directional change framework using a CNN-LSTM model.
Neural Comput. Appl.
Ahoora Rostamian, John G. O'Hara
2022 J jnl
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility.
Appl. Math. Comput.
Chun-Sung Huang, John G. O'Hara, Sure Mataramvura
2021 — conf
The efficient hedging frontier with deep neural networks.
ICAIF
Zheng Gong, Carmine Ventre, John G. O'Hara
2020 — conf
Classifying high-frequency FX rate movements with technical indicators and inception model.
ICAIF
Zheng Gong, Carmine Ventre, John G. O'Hara
2019 J jnl
Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics.
Symmetry
Bosiu C. Kaibe, John G. O'Hara
2017 J jnl
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.
J. Comput. Appl. Math.
Chun-Sung Huang, John G. O'Hara, Sure Mataramvura
2015 J jnl
A path-independent approach to integrated variance under the CEV model.
Math. Comput. Simul.
Hengxu Wang, John G. O'Hara, Nick Constantinou
2013 J jnl
Risk-neutral valuation of power barrier options.
Appl. Math. Lett.
Siti Nur Iqmal Ibrahim, John G. O'Hara, Nick Constantinou
2013 J jnl
Symmetry analysis of a model for the exercise of a barrier option.
Commun. Nonlinear Sci. Numer. Simul.
John G. O'Hara, Christodoulos Sophocleous, Peter G. L. Leach
2011 J jnl
FFT based option pricing under a mean reverting process with stochastic volatility and jumps.
J. Comput. Appl. Math.
E. Pillay, John G. O'Hara
2011 J jnl
Symmetry analysis of a model of stochastic volatility with time-dependent parameters.
J. Comput. Appl. Math.
Christodoulos Sophocleous, John G. O'Hara, Peter G. L. Leach
2010 J jnl
A note on the integrability of the classical portfolio selection model.
Appl. Math. Lett.
Viroshan Naicker, John G. O'Hara, Peter G. L. Leach
2010 J jnl
An analytic formula for the price of an American-style Asian option of floating strike type.
Appl. Math. Comput.
S. Gounden, John G. O'Hara
2008 J jnl
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation.
Appl. Math. Comput.
Winter Sinkala, Peter G. L. Leach, John G. O'Hara