Lévy modeled GMWB: Pricing with wavelets (Q5083992)

From MaRDI portal
Revision as of 01:21, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article; zbMATH DE number 7545558
Language Label Description Also known as
English
Lévy modeled GMWB: Pricing with wavelets
scientific article; zbMATH DE number 7545558

    Statements

    title
    Lévy modeled GMWB: Pricing with wavelets (English)
    0 references
    author
    Rok Okorn
    0 references
    Matjaž Omladič
    0 references
    publication date
    21 June 2022
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60G40
    0 references
    60G51
    0 references
    zbMATH DE Number
    7545558
    0 references
    zbMATH Keywords
    GMWB
    0 references
    Lévy processes
    0 references
    pricing
    0 references
    wavelets
    0 references
    OpenAlex ID
    W2912767714
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5083992&oldid=32570445"
    Powered by MediaWiki