Harry Lo

According to our database, Harry Lo authored at least 1 paper in 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2012

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices.

Claudio Albanese, Harry Lo, Stathis Tompaidis

Eur. J. Oper. Res., 2012