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Optionsgeschäft
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Alghalith, Moawia
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Journal of derivatives & hedge funds
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ECONIS (ZBW)
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Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
Saved in:
2
An exceedingly simple method of pricing American options
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 75-76
Persistent link: https://www.econbiz.de/10010209499
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3
A New Stopping Time and American Options Model : A Solution to the Free-Boundary Problem
Alghalith, Moawia
-
2019
Persistent link: https://www.econbiz.de/10012906241
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4
Exact Pricing of the Arithmetic Asian Options : A Simple, Explicit Formula
Alghalith, Moawia
-
2020
Persistent link: https://www.econbiz.de/10012850322
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5
Pricing the American Options Using the Black-Scholes Pricing Formula
Alghalith, Moawia
-
2018
Persistent link: https://www.econbiz.de/10012932144
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6
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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7
The Distribution of the Sum of Log-normal Variables and Exact Pricing of the Arithmetic Asian Options : A Simple, Explicit Formula
Alghalith, Moawia
-
2020
We overcome a long-standing obstacle in statistics. In doing so, we show that the distribution of the sum of log-normal variables is log-normal. Furthermore, we offer a breakthrough result in finance. In doing so, we introduce a simple, exact and explicit formula for pricing the arithmetic Asian...
Persistent link: https://www.econbiz.de/10012847738
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8
The Distribution of the Arithmetic Average of Log-Normals and the Price of the Asian Option
Alghalith, Moawia
-
2022
We show that the distribution of the arithmetic, continuous average of log-normal variables is log-normal. We also introduce a simple, explicit formula for pricing the arithmetic Asian options. The pricing formula is as simple as the classical Black-Scholes formula
Persistent link: https://www.econbiz.de/10013403986
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9
Exact Pricing of the Arithmetic Asian Options
Alghalith, Moawia
-
2022
We introduce a simple, exact and explicit formula for pricing the arithmetic Asian options. The pricing formula is as simple as the classical Black-Scholes formula. Our method is applicable to both the discrete and continuous averages
Persistent link: https://www.econbiz.de/10013311133
Saved in:
10
A New Price of the Arithmetic Asian Option : A Simple, Explicit Formula
Alghalith, Moawia
-
2023
Persistent link: https://www.econbiz.de/10014254742
Saved in:
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