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How did Lester know Malvo's name?

In episode 5 of Fargo season 1, Lester told Mr. Numbers the (possible) real name of the character played by Billy Bob, i.e. Lorne Malvo. Now I don't recall Lorne Malvo to ever reveal his name to Lester. Only Molly and Gus knew his name and that is because of the motel register.

Is there any explanation for that or we just gotta assume that he must have told him at some point off camera?