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Rok Okorn
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Multiresolution Analysis
Multiresolution
Multiscale
Dynamic Pricing
Top Venues
Commun. Stat. Simul. Comput.
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Publications
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Rok Okorn
,
Matjaz Omladic
Lévy modeled GMWB: Pricing with wavelets.
Commun. Stat. Simul. Comput.
50 (2) (2021)