| Path dependant option pricing under Lévy processes C O'Sullivan Available at SSRN 673424, 2005 | 46 | 2005 |
| On the term structure of liquidity in the European sovereign bond market C O’Sullivan, VG Papavassiliou Journal of Banking & Finance 114, 105777, 2020 | 32 | 2020 |
| Adaptive genetic programming for option pricing Z Yin, A Brabazon, C O'Sullivan Proceedings of the 9th annual conference companion on Genetic and …, 2007 | 31 | 2007 |
| Forecasting WTI crude oil futures returns: Does the term structure help? D Bredin, C O'Sullivan, S Spencer Energy Economics 100, 105350, 2021 | 23 | 2021 |
| Quantum-inspired evolutionary algorithms for financial data analysis K Fan, A Brabazon, C O’Sullivan, M O’Neill Workshops on applications of evolutionary computation, 133-143, 2008 | 21 | 2008 |
| Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm K Fan, A Brabazon, C O'Sullivan, M O'Neill Proceedings of the 9th annual conference on genetic and evolutionary …, 2007 | 21 | 2007 |
| On the acceleration of explicit finite difference methods for option pricing S O'Sullivan, C O'Sullivan Quantitative Finance 11 (8), 1177-1191, 2011 | 20 | 2011 |
| Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm K Fan, C O’Sullivan, A Brabazon, M O’Neill Natural computing in computational finance, 89-107, 2008 | 19 | 2008 |
| An analysis of the performance of genetic programming for realised volatility forecasting Z Yin, C O’Sullivan, A Brabazon Journal of Artificial Intelligence and Soft Computing Research 6, 2016 | 15 | 2016 |
| Pricing European and American options in the Heston model with accelerated explicit finite differencing methods C O'SULLIVAN, S O'SULLIVAN International Journal of Theoretical and Applied Finance 16 (03), 1350015, 2013 | 15 | 2013 |
| Genetic programming for dynamic environments Z Yin, A Brabazon, C O’Sullivan, M O’Neil Proceedings of the International Multiconference on Computer Science and …, 2007 | 14 | 2007 |
| Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model K Fan, A Brabazon, C O’Sullivan, M O’Neill Applications of Evolutionary Computing: EvoWorkshops 2007: EvoCoMnet, EvoFIN …, 2007 | 14 | 2007 |
| Measuring and analyzing liquidity and volatility dynamics in the euro-area government bond market CO Sullivan, VG Papavassiliou Handbook of global financial markets: Transformations, dependence, and risk …, 2019 | 13 | 2019 |
| The variance gamma scaled self-decomposable process in actuarial modelling C O'Sullivan, M Moloney UCD Centre for Economic Research, 2010 | 11 | 2010 |
| Ethics and banking: do banks divest their kind? DP Guisande, MA Harjoto, AGF Hoepner, C O’Sullivan Journal of Business Ethics 192 (1), 191-223, 2024 | 9 | 2024 |
| Path dependent option pricing under Lévy processes EFA 2005 Moscow Meetings Paper C O’Sullivan Available at SSRN 673424, 2005 | 8 | 2005 |
| Parameter Uncertainty in Kalman-Filter Estimation of the CIR Term-Structure Model C O’Sullivan Numerical methods for finance, 255-280, 2007 | 7 | 2007 |
| A high-frequency analysis of return and volatility spillovers in the European sovereign bond market C O'Sullivan, VG Papavassiliou The European Journal of Finance, 1-26, 2021 | 6 | 2021 |
| A genetic programming approach for delta hedging Z Yin, A Brabazon, C O’Sullivan, PA Hamill Genetic Programming and Evolvable Machines 20, 67-92, 2019 | 5 | 2019 |
| Pricing options under Heston's stochastic volatility model via accelerated explicit finite differencing methods C O'Sullivan, S O'Sullivan UCD Centre for Economic Research, 2010 | 5 | 2010 |
