Lévy modeled GMWB: Pricing with wavelets.

Rok Okorn Matjaz Omladic

Published in: Commun. Stat. Simul. Comput. (2021)

Keyphrases

image compression
wavelet transform
multiresolution
image processing
multiresolution analysis
neural network
learning algorithm
pattern recognition
feature extraction
multiscale
signal processing
dynamic pricing