Lynn Boen

Available identifiers

zbMath Open boen.lynnMaRDI QIDQ1986142

List of research outcomes

Publication	Date of Publication	Type
Operator splitting schemes for the two-asset Merton jump-diffusion model	2021-02-03	Paper
Towards a \(\Delta\)-Gamma Sato multivariate model	2020-05-13	Paper
Operator splitting schemes for American options under the two-asset Merton jump-diffusion model	2020-04-07	Paper
European rainbow option values under the two-asset Merton jump-diffusion model	2019-12-16	Paper
Building multivariate Sato models with linear dependence	2019-09-26	Paper

Research outcomes over time

This page was built for person: Lynn Boen