MMA can find symbolic solution for this double integral:
ClearAll["Global`*"];
Remove["Global`*"];
f[w_, v_] := Sqrt[w^2 E^(-w/l)] Sqrt[v^2 E^(-v/k)] (1 - E^(1000 I (w + v))/(w + v) (v - 1/100))
sol = Integrate[f[w, v], {w, 0, Infinity}, {v, 0, Infinity}, Assumptions -> {l, k} > 0, PrincipalValue -> True]
(* (2 k^2 l^2 (800000000 k^6 (I + 2000 l) -
l^3 (I + 200 I l + 400000 l^2) -
800000 k^5 (1 + 2000 I l + 8000000 l^2) +
k l^2 (I - (6000 - 1200 I) l + 800000 l^2 + 1600000000 I l^3) +
2000 k^4 (-1 + (800 + 4000 I) l + 1600000 I l^2 +
4800000000 l^3) +
k^2 l (I + (10000 - 600 I) l + (4400000 + 8000000 I) l^2 -
5600000000 I l^3 + 1600000000000 l^4) -
k^3 (I + (2000 + 400 I) l + (5600000 + 16000000 I) l^2 -
1600000000 I l^3 + 6400000000000 l^4) -
2 k (I + 2000 k)^2 l (I + 2000 l) (k - l + 600 k l) Log[(
k (I + 2000 l))/((I + 2000 k) l)]))/(25 (I + 2000 k)^2 (k -
l)^4 (I + 2000 l))*)
sol1 = Limit[(sol /. k -> 1/10), l -> 1/10]
(* 153615360523216720031/96009600360006000037500 - (3190240234 I)/960096003600060000375*)
N[sol1, 39]
(* 0.00159999999945012915551108225908344037372 - 3.32283461449437974587676677293*10^-12 I *)
Maple solution:

Numeric solution:
ClearAll["Global`*"];
Remove["Global`*"];
l = 1/10;
(* Dont use 0.1. Better is using exact number or alternative
SetPrecision[0.1, 100] ,or 0.1`100 you may increase the value 100 for better result *)
k = 1/10;
f[w_, v_] := Sqrt[w^2 E^(-w/l)] Sqrt[v^2 E^(-v/k)] (1 - E^(1000 I (w + v))/(w + v) (v - 1/100))
NIntegrate[f[w, v], {w, 0, Infinity}, {v, 0, Infinity}, Method -> "GlobalAdaptive", WorkingPrecision -> 19]
(*0.001599999999406708480 - 3.323499234519002782*10^-12 I*)
For better result increase WorkingPrecision.