Harry Lo

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

733

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices

Number of pages: 28 Posted: 03 Oct 2007
Global Valuation, Imperial College London and University of Texas at Austin - McCombs School of Business
Downloads 390 (93,618)
Citation 1

Abstract:

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energy derivatives, pricing theory

2.

Spectral Methods for Volatility Derivatives

Number of pages: 40 Posted: 02 Oct 2007 Last Revised: 13 May 2009
Global Valuation, Imperial College London and Imperial College London
Downloads 245 (154,074)

Abstract:

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3.

Volatility Derivatives in Market Models with Jumps

Number of pages: 27 Posted: 13 May 2009
Harry Lo and Aleksandar Mijatovic
Imperial College London and Imperial College London
Downloads 98 (326,650)

Abstract:

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volatility derivatives, Marov processes