John G. O'Hara

According to our database, John G. O'Hara authored at least 14 papers between 2008 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Event prediction within directional change framework using a CNN-LSTM model.

Ahoora Rostamian, John G. O'Hara

Neural Comput. Appl., 2022

Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility.

Chun-Sung Huang, John G. O'Hara, Sure Mataramvura

Appl. Math. Comput., 2022

2021

The efficient hedging frontier with deep neural networks.

Zheng Gong, Carmine Ventre, John G. O'Hara

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Classifying high-frequency FX rate movements with technical indicators and inception model.

Zheng Gong, Carmine Ventre, John G. O'Hara

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics.

Bosiu C. Kaibe, John G. O'Hara

Symmetry, 2019

2017

Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.

Chun-Sung Huang, John G. O'Hara, Sure Mataramvura

J. Comput. Appl. Math., 2017

2015

A path-independent approach to integrated variance under the CEV model.

Hengxu Wang, John G. O'Hara, Nick Constantinou

Math. Comput. Simul., 2015

2013

Symmetry analysis of a model for the exercise of a barrier option.

John G. O'Hara, Christodoulos Sophocleous, Peter G. L. Leach

Commun. Nonlinear Sci. Numer. Simul., 2013

Risk-neutral valuation of power barrier options.

Siti Nur Iqmal Ibrahim, John G. O'Hara, Nick Constantinou

Appl. Math. Lett., 2013

2011

Symmetry analysis of a model of stochastic volatility with time-dependent parameters.

Christodoulos Sophocleous, John G. O'Hara, Peter G. L. Leach

J. Comput. Appl. Math., 2011

FFT based option pricing under a mean reverting process with stochastic volatility and jumps.

E. Pillay, John G. O'Hara

J. Comput. Appl. Math., 2011

2010

A note on the integrability of the classical portfolio selection model.

Viroshan Naicker, John G. O'Hara, Peter G. L. Leach

Appl. Math. Lett., 2010

An analytic formula for the price of an American-style Asian option of floating strike type.

S. Gounden, John G. O'Hara

Appl. Math. Comput., 2010

2008

An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation.

Winter Sinkala, Peter G. L. Leach, John G. O'Hara

Appl. Math. Comput., 2008