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
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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0.86993134
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0.8483831
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0.8467493
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0.8443278
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0.8362675
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0.83442324
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0.8311017
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0.83004725
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