%0 Journal Article %1 journals/corr/abs-2207-10060 %A in 't Hout, Karel J. %A Lamotte, Pieter %D 2022 %J CoRR %K dblp %T Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model. %U http://dblp.uni-trier.de/db/journals/corr/corr2207.html#abs-2207-10060 %V abs/2207.10060

@article{journals/corr/abs-2207-10060, added-at = {2022-07-25T00:00:00.000+0200}, author = {in 't Hout, Karel J. and Lamotte, Pieter}, biburl = {https://www.bibsonomy.org/bibtex/2c52574e7bcc67cea8df542e53a856fef/dblp}, ee = {https://doi.org/10.48550/arXiv.2207.10060}, interhash = {f60ecf18a9654cef975800b5b3d93a09}, intrahash = {c52574e7bcc67cea8df542e53a856fef}, journal = {CoRR}, keywords = {dblp}, timestamp = {2024-04-08T23:08:16.000+0200}, title = {Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model.}, url = {http://dblp.uni-trier.de/db/journals/corr/corr2207.html#abs-2207-10060}, volume = {abs/2207.10060}, year = 2022 }