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~person:"Alghalith, Moawia"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
10
Option trading
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Optionsgeschäft
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Black-Scholes model
3
Black-Scholes-Modell
3
American options
2
Derivat
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Alghalith, Moawia
Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
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Carr, Peter
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Fusai, Gianluca
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Zhang, Jin E.
13
Orosi, Greg
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Guirguis, Michel
11
Jacobs, Kris
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Schoutens, Wim
11
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
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Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Kwok, Yue-Kuen
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Kyriakou, Ioannis
9
Li, Lingfei
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Stork, Philip
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Takahashi, Akihiko
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Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
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Constantinides, George M.
8
Escobar, Marcos
8
He, Xin-Jiang
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Hobson, David G.
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Kirkby, J. Lars
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Journal of derivatives & hedge funds
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Annals of financial economics
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1
A New Price of the Arithmetic Asian Option : A Simple, Explicit Formula
Alghalith, Moawia
-
2023
Persistent link: https://www.econbiz.de/10014254742
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
Exact Pricing of the Arithmetic Asian Options : A Simple, Explicit Formula
Alghalith, Moawia
-
2020
Persistent link: https://www.econbiz.de/10012850322
Saved in:
6
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
Saved in:
7
Pricing the American Options Using the Black-Scholes Pricing Formula
Alghalith, Moawia
-
2018
Persistent link: https://www.econbiz.de/10012932144
Saved in:
8
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
Saved in:
9
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:
10
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
Saved in:
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