J. G. O'Hara

A note on the integrability of the classical portfolio selection model

Peter G. L. Leach, Viroshan Naicker, J. G. O'Hara, 2010, Appl. Math. Lett..

FFT based option pricing under a mean reverting process with stochastic volatility and jumps

J. G. O'Hara, E. Pillay, 2011, J. Comput. Appl. Math..

An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation

Peter G. L. Leach, J. G. O'Hara, Winter Sinkala, 2008, Appl. Math. Comput..

Symmetry analysis of a model of stochastic volatility with time-dependent parameters

Peter G. L. Leach, Christodoulos Sophocleous, J. G. O'Hara, 2011, J. Comput. Appl. Math..