Hassan Jawaid

Aarhus University - Department of Economics and Business Economics

Research Assistant

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

http://pure.au.dk/portal/da/persons/id(6ab1fbee-1408-405e-8ec2-14db329aed74).html

Aarhus University

Research Assistant

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

  • Aarhus University - Department of Economics and Business Economics

  • Aarhus University

SCHOLARLY PAPERS

2

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492

SSRN CITATIONS

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Scholarly Papers (2)

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1.

Pricing and Hedging of the European Option Linked to Target Volatility Portfolio

Number of pages: 38 Posted: 08 Mar 2016
Hassan Jawaid and Hassan Jawaid
Aarhus UniversityAarhus University - Department of Economics and Business Economics
Downloads 386 (141,833)
Citation 2

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Target volatility portfolio, stochastic volatility, re-balance frequency, EWMA method

2.

An Analysis of Guaranteed Lifetime Withdrawal Benefits Linked to Target Volatility Portfolio

Number of pages: 31 Posted: 08 Mar 2016
Hassan Jawaid and Hassan Jawaid
Aarhus UniversityAarhus University - Department of Economics and Business Economics
Downloads 106 (463,516)
Citation 1

Abstract:

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Target volatility portfolio, stochastic volatility, variable annuity, stochastic mortality intensity