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1
Pricing options under stochastic interest rate and the Frasca-Farina process : a simple, explicit formula
Alghalith, Moawia
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012650873
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2
A note on transforming a weak solution to PDE to a smooth solution
Alghalith, Moawia
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10011588130
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3
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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4
A general optimal investment model in the presence of background risk
Alghalith, Moawia
;
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
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5
A note on the theory of the firm under multiple uncertainties
Alghalith, Moawia
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 341-343
Persistent link: https://www.econbiz.de/10011446593
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6
Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia
;
Swanson, Norman R.
;
Vasnev, Andrey
; …
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013185326
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7
Hedging under price, output and basis risks : empirical analysis
Alghalith, Moawia
;
Lalloo, Ricardo
- In:
Annals of financial economics
15
(
2020
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012642973
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8
Welfare gains from macro-hedging
Alghalith, Moawia
;
Wong, Wing Keung
- In:
Annals of financial economics
15
(
2020
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012642979
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9
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
10
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
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