Підписатись
John G. O'Hara
John G. O'Hara
Підтверджена електронна адреса в essex.ac.uk - Домашня сторінка
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Посилання
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Iterative approaches to convex feasibility problems in Banach spaces
JG O’Hara, P Pillay, HK Xu
Nonlinear Analysis: Theory, Methods & Applications 64 (9), 2022-2042, 2006
1182006
Iterative approaches to finding nearest common fixed points of nonexpansive mappings in Hilbert spaces
JG O'Hara, P Pillay, HK Xu
Nonlinear Analysis: Theory, Methods & Applications 54 (8), 1417-1426, 2003
1122003
Invariance properties of a general bond-pricing equation
W Sinkala, PGL Leach, JG O'hara
Journal of Differential Equations 244 (11), 2820-2835, 2008
622008
FFT based option pricing under a mean reverting process with stochastic volatility and jumps
E Pillay, JG O’Hara
Journal of Computational and Applied Mathematics 235 (12), 3378-3384, 2011
502011
Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
W Sinkala, PGL Leach, JG O'hara
Mathematical methods in the Applied Sciences 31 (6), 665-678, 2008
392008
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation
W Sinkala, PGL Leach, JG O’Hara
Applied mathematics and computation 201 (1-2), 95-107, 2008
352008
Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
PGL Leach, JG O'Hara, W Sinkala
Journal of mathematical analysis and applications 334 (1), 368-381, 2007
272007
Solving the Asian option PDE using Lie symmetry methods
NC Caister, JG O'HARA, KS Govinder
International Journal of Theoretical and Applied Finance 13 (08), 1265-1277, 2010
252010
Event prediction within directional change framework using a CNN-LSTM model
A Rostamian, JG O’Hara
Neural Computing and Applications 34 (20), 17193-17205, 2022
182022
Algebraic solution of the Stein–Stein model for stochastic volatility
C Sophocleous, JG O’Hara, PGL Leach
Communications in Nonlinear Science and Numerical Simulation 16 (4), 1752-1759, 2011
172011
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions
CS Huang, JG O’Hara, S Mataramvura
Journal of Computational and Applied Mathematics 311, 230-238, 2017
162017
Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
JG O’Hara, C Sophocleous, PGL Leach
Journal of Engineering Mathematics 82, 67-75, 2013
162013
Pricing extendible options using the fast Fourier transform
SNI Ibrahim, JG O'Hara, N Constantinou
Mathematical Problems in Engineering 2014, 2014
152014
Symmetry analysis of a model for the exercise of a barrier option
JG O’Hara, C Sophocleous, PGL Leach
Communications in Nonlinear Science and Numerical Simulation 18 (9), 2367-2373, 2013
152013
Risk-neutral valuation of power barrier options
SNI Ibrahim, JG O’Hara, N Constantinou
Applied Mathematics Letters 26 (6), 595-600, 2013
152013
Symmetry analysis of a model of stochastic volatility with time-dependent parameters
C Sophocleous, JG O’Hara, PGL Leach
Journal of computational and applied mathematics 235 (14), 4158-4164, 2011
152011
An analytic formula for the price of an American-style Asian option of floating strike type
S Gounden, JG O’Hara
Applied Mathematics and Computation 217 (7), 2923-2936, 2010
132010
Solving a nonlinear pde that prices real options using utility based pricing methods
NC Caister, KS Govinder, JG O’Hara
Nonlinear Analysis: Real World Applications 12 (4), 2408-2415, 2011
112011
Optimal system of Lie group invariant solutions for the Asian option PDE
NC Caister, KS Govinder, JG O'Hara
Mathematical methods in the applied sciences 34 (11), 1353-1365, 2011
112011
An Analysis of the Determinants of the iTraxx CDS Spreads using the Skewed Student’st AR-GARCH Model
YS Chu, N Constantinou, J O’Hara
University of Essex-Centre for Computational Finance and Aconomic Agents …, 2010
102010
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