Harry Lo
From MaRDI portal
Person:1926942
Available identifiers
zbMath Open lo.harryMaRDI QIDQ1926942
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices | 2012-12-29 | Paper |
VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS | 2011-12-28 | Paper |
Spectral methods for volatility derivatives | 2009-10-16 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Harry Lo