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Ibrahim, Siti Nur Iqmal and O’Hara, John G and Constantinou, Nick (2013) Risk-neutral valuation of power barrier options. Applied Mathematics Letters, 26 (6). pp. 595-600. DOI https://doi.org/10.1016/j.aml.2012.12.016
Naicker, V and O’Hara, JG and Leach, PGL (2010) A note on the integrability of the classical portfolio selection model. Applied Mathematics Letters, 23 (9). pp. 1114-1119. DOI https://doi.org/10.1016/j.aml.2010.04.046