Harry Lo
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices European Journal of Operational Research | 2012-12-29 | Paper |
| Volatility derivatives in market models with jumps International Journal of Theoretical and Applied Finance | 2011-12-28 | Paper |
| Spectral methods for volatility derivatives Quantitative Finance | 2009-10-16 | Paper |
Research outcomes over time
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