"Lévy modeled GMWB: Pricing with wavelets."

Rok Okorn, Matjaz Omladic (2021)

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DOI: 10.1080/03610918.2018.1563144

access: closed

type: Journal Article

metadata version: 2021-01-21

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Rok Okorn, Matjaz Omladic:
Lévy modeled GMWB: Pricing with wavelets. Commun. Stat. Simul. Comput. 50(2): 413-425 (2021)

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