The volatility target effect in investment-linked products with embedded American-type derivatives
Volatility Target (VolTarget) strategies as underlying assets for options embedded in investment-linked products have been widely used by practitioners in recent years. Available research mainly focuses on European-type options linked to VolTarget strategies. In this paper, VolTarget-linked options...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2019-07-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/12308/IMFI_2019_03_Albeverio.pdf |