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Pieter Lamotte
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Information Flow
High Resolution
Diffusion Models
Top Venues
CoRR
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Publications
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Karel J. in 't Hout
,
Pieter Lamotte
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model.
CoRR
(2022)