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Lynn Boen
ORCID
Publication Activity (10 Years)
Years Active: 2019-2021
Publications (10 Years): 3
Top Topics
Image Denoising
Total Variation
Operator Splitting
Diffusion Model
Top Venues
J. Comput. Appl. Math.
CoRR
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Publications
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Lynn Boen
,
Karel J. in 't Hout
Operator splitting schemes for the two-asset Merton jump-diffusion model.
J. Comput. Appl. Math.
387 (2021)
Lynn Boen
European rainbow option values under the two-asset Merton jump-diffusion model.
J. Comput. Appl. Math.
364 (2020)
Lynn Boen
,
Karel J. in 't Hout
Operator splitting schemes for American options under the two-asset Merton jump-diffusion model.
CoRR
(2019)