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J G OHara
Information about the author J G OHara will soon be added to the site.
Found
2 papers
in total
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FFT based option pricing under a mean reverting process with stochastic volatility and jumps
2011
Numerous studies present strong empirical evidence that certain financial assets may...
Symmetry analysis of a model of stochastic volatility with time-dependent parameters
2011
We provide the solutions for the Heston model of stochastic volatility when the...
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