John G. O'Hara
University of Essex
H-index: 14
Europe-United Kingdom
Top articles of John G. O'Hara
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Option pricing: the reduced-form SDE model | Journal of Difference Equations and Applications | GS Rukanda KS Govinder JG O'Hara | 2022/4/3 |
Measuring relative volatility in high‐frequency data under the directional change approach | Intelligent Systems in Accounting, Finance and Management | Shengnan Li Edward PK Tsang John O'Hara | 2022/4 |
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 | Chun-Sung Huang John G O'Hara Sure Mataramvura | 2022/2/1 |
A new encoding of implied volatility surfaces for their synthetic generation | arXiv preprint arXiv:2211.12892 | Zheng Gong Wojciech Frys Renzo Tiranti Carmine Ventre John O'Hara | 2022/11/23 |
Event prediction within directional change framework using a CNN-LSTM model | Ahoora Rostamian John G O’Hara | 2022/10 | |
The efficient hedging frontier with deep neural networks | Zheng Gong Carmine Ventre John O'Hara | 2021/11/3 | |
Classifying high-frequency FX rate movements with technical indicators and inception model | Zheng Gong Carmine Ventre John O'Hara | 2020/10/15 |
Co-Authors
