Pricing and hedging of the European option linked to target volatility portfolio
H Jawaid - Available at SSRN 2743699, 2015 - papers.ssrn.com
Advanced risk management strategies have become popular since they protect the
investor's investment from market crashes. The latest risk management strategy is called the …
investor's investment from market crashes. The latest risk management strategy is called the …
An analysis of guaranteed lifetime withdrawal benefits linked to target volatility portfolio
H Jawaid - Available at SSRN 2743780, 2016 - papers.ssrn.com
GLWB is currently the most popular type of a variable annuity. GWLB promises the
policyholder to annually withdraw a fixed amount from his investment account for the rest of …
policyholder to annually withdraw a fixed amount from his investment account for the rest of …