Browse by Authors

20303

Alghalith, Moawia (2010): New methods of estimating stochastic volatility and the stock return.

21946

Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results.

21948

Alghalith, Moawia (2009): Preferences estimation without approximation.

21949

Alghalith, Moawia (2009): Optimal option pricing and trading: a new theory.

21950

Alghalith, Moawia (2009): General closed-form solutions to the dynamic optimization problem in incomplete markets.

21952

Alghalith, Moawia (2009): A new stopping time and American option model: a solution to the free-boundary problem.

52368

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Input Demand under Joint Energy and Output Prices Uncertainties.

70644

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2016): A General Optimal Investment Model in the Presence of Background Risk.

79739

Alghalith, Moawia and Niu, Cuizhen and Wong, Wing-Keung (2017): The impacts of joint energy and output prices uncertainties in a mean-variance framework. Forthcoming in: Theoretical Economics Letters

101778

Alghalith, Moawia (2019): The distribution of the average of log-normal variables and exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula.

117047

Alghalith, Moawia (2019): A New Price of the Arithmetic Asian Option: A Simple Formula.