Browse by Authors

14 December 2009

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

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

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

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

28 January 2010

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

2 March 2010

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

12 December 2013

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

April 2016

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

17 June 2017

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

30 November 2019

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

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.