Lynn Boen

According to our database, Lynn Boen authored at least 3 papers between 2019 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Operator splitting schemes for the two-asset Merton jump-diffusion model.

Lynn Boen, Karel J. in 't Hout

J. Comput. Appl. Math., 2021

2020

European rainbow option values under the two-asset Merton jump-diffusion model.

Lynn Boen

J. Comput. Appl. Math., 2020

2019

Operator splitting schemes for American options under the two-asset Merton jump-diffusion model.

Lynn Boen, Karel J. in 't Hout

CoRR, 2019