Pieter Lamotte
- Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
2022/07/20 by Karel in ’t Hout, Hout, Karel in 't, Pieter Lamotte +1 · 1 citation
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications