Lévy modeled GMWB: Pricing with wavelets (Q5083992): Difference between revisions

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Revision as of 00:21, 20 March 2024

scientific article; zbMATH DE number 7545558
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English
Lévy modeled GMWB: Pricing with wavelets
scientific article; zbMATH DE number 7545558

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    Lévy modeled GMWB: Pricing with wavelets (English)
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    21 June 2022
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    GMWB
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    Lévy processes
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    pricing
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    wavelets
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