An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation. - Winter Sinkala; Peter G. L. Leach; John G. O'Hara (Appl. Math. Comput., 2008)

An analytic formula for the price of an American-style Asian option of floating strike type. - S. Gounden; John G. O'Hara (Appl. Math. Comput., 2010)

A note on the integrability of the classical portfolio selection model. - Viroshan Naicker; John G. O'Hara; Peter G. L. Leach (Appl. Math. Lett., 2010)

FFT based option pricing under a mean reverting process with stochastic volatility and jumps. - E. Pillay; John G. O'Hara (J. Comput. Appl. Math., 2011)

Symmetry analysis of a model of stochastic volatility with time-dependent parameters. - Christodoulos Sophocleous; John G. O'Hara; Peter G. L. Leach (J. Comput. Appl. Math., 2011)

Risk-neutral valuation of power barrier options. - Siti Nur Iqmal Ibrahim; John G. O'Hara; Nick Constantinou (Appl. Math. Lett., 2013)

Symmetry analysis of a model for the exercise of a barrier option. - John G. O'Hara; Christodoulos Sophocleous; Peter G. L. Leach (Commun. Nonlinear Sci. Numer. Simul., 2013)

A path-independent approach to integrated variance under the CEV model. - Hengxu Wang; John G. O'Hara; Nick Constantinou (Math. Comput. Simul., 2015)

Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. - Chun-Sung Huang; John G. O'Hara; Sure Mataramvura (J. Comput. Appl. Math., 2017)

Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics. - Bosiu C. Kaibe; John G. O'Hara (Symmetry, 2019)

Classifying high-frequency FX rate movements with technical indicators and inception model. - Zheng Gong; Carmine Ventre; John G. O'Hara (ICAIF, 2020)

The efficient hedging frontier with deep neural networks. - Zheng Gong; Carmine Ventre; John G. O'Hara (ICAIF, 2021)

Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility. - Chun-Sung Huang; John G. O'Hara; Sure Mataramvura (Appl. Math. Comput., 2022)

Event prediction within directional change framework using a CNN-LSTM model. - Ahoora Rostamian; John G. O'Hara (Neural Comput. Appl., 2022)