Harry Lo

Publication Activity (10 Years)

Years Active: 2012-2012
Publications (10 Years): 0

Top Topics

Expectation Maximization

Top Venues

Eur. J. Oper. Res.

Publications

Claudio Albanese, Harry Lo, Stathis Tompaidis
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices. Eur. J. Oper. Res. 222 (2) (2012)