Lynn Boen
From MaRDI portal
Person:1986142
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Operator splitting schemes for the two-asset Merton jump-diffusion model Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
| Towards a \(\Delta\)-Gamma Sato multivariate model Review of Derivatives Research | 2020-05-13 | Paper |
| Operator splitting schemes for American options under the two-asset Merton jump-diffusion model Applied Numerical Mathematics | 2020-04-07 | Paper |
| European rainbow option values under the two-asset Merton jump-diffusion model Journal of Computational and Applied Mathematics | 2019-12-16 | Paper |
| Building multivariate Sato models with linear dependence Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
This page was built for person: Lynn Boen
