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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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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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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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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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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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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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Editorial : statement for the special issue in honor of Michael McAleer
Allen, David; Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 18 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014442364
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Special Issue in Honour of Professor Michael McAleer
Allen, David (ed.); Alghalith, Moawia (ed.);  … - 2023
Persistent link: https://www.econbiz.de/10014442457