Research Repository

Items where Author is "O'Hara, John G"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 3.

Article

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2022) 'Highly Efficient Shannon Wavelet-based Pricing of Power Options under the Double Exponential Jump Framework with Stochastic Jump Intensity and Volatility.' Applied Mathematics and Computation, 414. ISSN 0096-3003

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2017) 'Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.' Journal of Computational and Applied Mathematics, 311. 230 - 238. ISSN 0377-0427

Wang, Hengxu and O'Hara, John G and Constantinou, Nick (2015) 'A path-independent approach to integrated variance under the CEV model.' Mathematics and Computers in Simulation, 109. 130 - 152. ISSN 0378-4754

This list was generated on Wed Oct 20 13:44:15 2021 BST.