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Disambiguation of "O'Hara, John G."

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The efficient hedging frontier with deep neural networks.

, , and . ICAIF, page 27:1-27:8. ACM, (2021)

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Sabine O'Hara

Kieron O'Hara

Giuseppe G G Manzardo

G Lüers

G Baumann

 

Other publications of authors with the same name

A path-independent approach to integrated variance under the CEV model., , and . Math. Comput. Simul., (2015)Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics., and . Symmetry, 11 (8): 1056 (2019)A note on the integrability of the classical portfolio selection model., , and . Appl. Math. Lett., 23 (9): 1114-1119 (2010)Symmetry analysis of a model of stochastic volatility with time-dependent parameters., , and . J. Comput. Appl. Math., 235 (14): 4158-4164 (2011)An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation., , and . Appl. Math. Comput., 201 (1-2): 95-107 (2008)An analytic formula for the price of an American-style Asian option of floating strike type., and . Appl. Math. Comput., 217 (7): 2923-2936 (2010)Classifying high-frequency FX rate movements with technical indicators and inception model., , and . ICAIF, page 50:1-50:8. ACM, (2020)Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility., , and . Appl. Math. Comput., (2022)Symmetry analysis of a model for the exercise of a barrier option., , and . Commun. Nonlinear Sci. Numer. Simul., 18 (9): 2367-2373 (2013)Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions., , and . J. Comput. Appl. Math., (2017)