| Iterative approaches to convex feasibility problems in Banach spaces JG O’Hara, P Pillay, HK Xu Nonlinear Analysis: Theory, Methods & Applications 64 (9), 2022-2042, 2006 | 118 | 2006 |
| Iterative approaches to finding nearest common fixed points of nonexpansive mappings in Hilbert spaces JG O'Hara, P Pillay, HK Xu Nonlinear Analysis: Theory, Methods & Applications 54 (8), 1417-1426, 2003 | 112 | 2003 |
| Invariance properties of a general bond-pricing equation W Sinkala, PGL Leach, JG O'hara Journal of Differential Equations 244 (11), 2820-2835, 2008 | 61 | 2008 |
| FFT based option pricing under a mean reverting process with stochastic volatility and jumps E Pillay, JG O’Hara Journal of Computational and Applied Mathematics 235 (12), 3378-3384, 2011 | 50 | 2011 |
| Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions W Sinkala, PGL Leach, JG O'hara Mathematical methods in the Applied Sciences 31 (6), 665-678, 2008 | 39 | 2008 |
| An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation W Sinkala, PGL Leach, JG O’Hara Applied mathematics and computation 201 (1-2), 95-107, 2008 | 35 | 2008 |
| Symmetry-based solution of a model for a combination of a risky investment and a riskless investment PGL Leach, JG O'Hara, W Sinkala Journal of mathematical analysis and applications 334 (1), 368-381, 2007 | 27 | 2007 |
| Solving the Asian option PDE using Lie symmetry methods NC Caister, JG O'HARA, KS Govinder International Journal of Theoretical and Applied Finance 13 (08), 1265-1277, 2010 | 25 | 2010 |
| Event prediction within directional change framework using a CNN-LSTM model A Rostamian, JG O’Hara Neural Computing and Applications 34 (20), 17193-17205, 2022 | 18 | 2022 |
| Algebraic solution of the Stein–Stein model for stochastic volatility C Sophocleous, JG O’Hara, PGL Leach Communications in Nonlinear Science and Numerical Simulation 16 (4), 1752-1759, 2011 | 17 | 2011 |
| Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions CS Huang, JG O’Hara, S Mataramvura Journal of Computational and Applied Mathematics 311, 230-238, 2017 | 16 | 2017 |
| Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition JG O’Hara, C Sophocleous, PGL Leach Journal of Engineering Mathematics 82, 67-75, 2013 | 16 | 2013 |
| Pricing extendible options using the fast Fourier transform SNI Ibrahim, JG O'Hara, N Constantinou Mathematical Problems in Engineering 2014, 2014 | 15 | 2014 |
| Symmetry analysis of a model for the exercise of a barrier option JG O’Hara, C Sophocleous, PGL Leach Communications in Nonlinear Science and Numerical Simulation 18 (9), 2367-2373, 2013 | 15 | 2013 |
| Risk-neutral valuation of power barrier options SNI Ibrahim, JG O’Hara, N Constantinou Applied Mathematics Letters 26 (6), 595-600, 2013 | 15 | 2013 |
| Symmetry analysis of a model of stochastic volatility with time-dependent parameters C Sophocleous, JG O’Hara, PGL Leach Journal of computational and applied mathematics 235 (14), 4158-4164, 2011 | 15 | 2011 |
| An analytic formula for the price of an American-style Asian option of floating strike type S Gounden, JG O’Hara Applied Mathematics and Computation 217 (7), 2923-2936, 2010 | 13 | 2010 |
| Solving a nonlinear pde that prices real options using utility based pricing methods NC Caister, KS Govinder, JG O’Hara Nonlinear Analysis: Real World Applications 12 (4), 2408-2415, 2011 | 11 | 2011 |
| Optimal system of Lie group invariant solutions for the Asian option PDE NC Caister, KS Govinder, JG O'Hara Mathematical methods in the applied sciences 34 (11), 1353-1365, 2011 | 11 | 2011 |
| An Analysis of the Determinants of the iTraxx CDS Spreads using the Skewed Student’st AR-GARCH Model YS Chu, N Constantinou, J O’Hara University of Essex-Centre for Computational Finance and Aconomic Agents …, 2010 | 10 | 2010 |
Winter SinkalaWalter Sisulu UniversityVerified email at wsu.ac.za
