Items where Author is "O'Hara, John"
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Article
Li, Shengnan and Tsang, Edward PK and O'Hara, John (2022) Measuring relative volatility in high‐frequency data under the directional change approach. Intelligent Systems in Accounting, Finance and Management, 29 (2). pp. 86-102. DOI https://doi.org/10.1002/isaf.1510
Rukanda, GS and Govinder, KS and O'Hara, John (2022) Option pricing: the reduced-form SDE model. Journal of Difference Equations and Applications, 28 (4). pp. 590-604. DOI https://doi.org/10.1080/10236198.2022.2055472