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John G. O’Hara · Study

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John G. O’Hara

9 works· latest 2022· 2 institutionscluster: provisionalORCID 0000-0001-6097-1130

h-index9

i109

Citations253

Works here9

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Most cited in this library

Event prediction within directional change framework using a CNN-LSTM model2022 · 71 citations
FFT based option pricing under a mean reverting process with stochastic volatility and jumps2010 · 41 citations
Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions2007 · 31 citations
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation2008 · 26 citations
Symmetry-based solution of a model for a combination of a risky investment and a riskless investment2007 · 20 citations

Works

9 shown

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

Neural Computing and Applications·2022·2 authors·Open access

71citations

Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

Journal of Engineering Mathematics·2013·3 authors

16citations

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

Journal of Computational and Applied Mathematics·2011·3 authors·Open access

15citations

SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS

International Journal of Theoretical and Applied Finance·2010·3 authors

18citations

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

Journal of Computational and Applied Mathematics·2010·2 authors·Open access

41citations

Algebraic solution of the Stein–Stein model for stochastic volatility

Communications in Nonlinear Science and Numerical Simulation·2010·3 authors

15citations

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

Applied Mathematics and Computation·2008·3 authors

26citations

Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions

Mathematical Methods in the Applied Sciences·2007·3 authors

31citations

Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

Journal of Mathematical Analysis and Applications·2007·3 authors·Open access

20citations