The following pages link to John G. O'Hara (Q730540):
Displaying 35 items.
- Stock market modeling and forecasting. A system adaptation approach (Q355052) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Convergence of the parabolic complex Monge-Ampère equation on compact Hermitian manifolds (Q413399) (← links)
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- (Q546200) (redirect page) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Caloric morphisms for rotation invariant metrics (Q633866) (← links)
- Semilocal convergence of a sixth-order Jarratt method in Banach spaces (Q634726) (← links)
- Parabolic Harnack inequality on metric spaces with a generalized volume property (Q654019) (← links)
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- Iterative approaches to finding nearest common fixed points of nonexpansive mappings in Hilbert spaces. (Q1406785) (← links)
- Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
- Risk-neutral valuation of power barrier options (Q1950192) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- A path-independent approach to integrated variance under the CEV model (Q2228592) (← links)
- Asset allocation: new evidence through network approaches (Q2241054) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- The financial value of knowing the distribution of stock prices in discrete market models (Q2278607) (← links)
- Linear credit risk models (Q2282965) (← links)
- Stochastic discounted cash flow. A theory of the valuation of firms (Q2308885) (← links)
- Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao (Q2429371) (← links)
- Iterative approaches to convex feasibility problems in Banach spaces (Q2492485) (← links)
- Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Construction of separating functions for the quasi—linear differential equation (py′)′+qy=0 (Q3841681) (← links)
- Iterative Approaches to Convex Minimization Problems (Q4678765) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
- (Q5217711) (← links)
- Tools for computational finance. (Q5895545) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)
