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Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection.

Benxuan ShiZhimin Zhang
Published in: Commun. Nonlinear Sci. Numer. Simul. (2021)
Keyphrases
  • statistical model
  • probabilistic model
  • d objects
  • linear programming
  • statistical models
  • mathematical models
  • neural network
  • machine learning
  • decision making
  • complex systems
  • autoregressive