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Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012015473

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

Optimal options pricing and trading : a new theory

Alghalith, Moawia - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 181-185

Persistent link: https://www.econbiz.de/10009385337

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

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

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

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

Option Pricing : Very Simple Formulas

Alghalith, Moawia - 2014

We provide very simple formulas for pricing both the European and American options.The existing methods of option pricing adopt strong assumptions. Furthermore, they use advanced mathematics to produce controversial pricing methods. The use of mathematically advanced models does not necessarily...

Persistent link: https://www.econbiz.de/10013062925

Optimal Options Pricing and Trading : A New Theory

Alghalith, Moawia - 2010

Persistent link: https://www.econbiz.de/10013151869

Option pricing using high-frequency futures prices

Degiannakis, Stavros; Floros, Christos; Poufinas, Thomas; … - In: Journal of risk 23 (2021) 4, pp. 81-101

Persistent link: https://www.econbiz.de/10012593448