John O'Hara

Available identifiers

zbMath Open ohara.john-gMaRDI QIDQ730540

List of research outcomes

Publication	Date of Publication	Type
Option pricing: the reduced-form SDE model	2022-04-25	Paper
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility	2021-11-16	Paper
A path-independent approach to integrated variance under the CEV model	2021-02-19	Paper
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY	2020-06-02	Paper
https://portal.mardi4nfdi.de/entity/Q5217711	2020-02-26	Paper
Pricing extendible options using the fast Fourier transform	2019-02-08	Paper
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions	2016-12-28	Paper
A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters	2016-03-21	Paper
Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters	2016-01-15	Paper
Risk-neutral valuation of power barrier options	2013-05-10	Paper
Optimal system of Lie group invariant solutions for the Asian option PDE	2011-08-16	Paper
Solving a nonlinear PDE that prices real options using utility based pricing methods	2011-06-24	Paper
SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS	2011-01-20	Paper
Iterative approaches to convex feasibility problems in Banach spaces	2006-06-09	Paper
Iterative Approaches to Convex Minimization Problems	2005-05-23	Paper
Iterative approaches to finding nearest common fixed points of nonexpansive mappings in Hilbert spaces.	2003-09-07	Paper
Construction of separating functions for the quasi—linear differential equation (py′)′+qy=0	1998-08-20	Paper

Research outcomes over time

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