Lévy modeled GMWB: Pricing with wavelets (Q5083992)

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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)
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    author
    Rok Okorn
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    Matjaž Omladič
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    publication date
    21 June 2022
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    Mathematics Subject Classification ID
    91G20
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    60G40
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    60G51
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    zbMATH DE Number
    7545558
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    zbMATH Keywords
    GMWB
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    Lévy processes
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    pricing
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    wavelets
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    OpenAlex ID
    W2912767714
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