Prof. Moawia Alghalith

University of the West Indies

Jamaica

Email: malghalith@gmail.com

Qualifications

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Publications (Selected)

1. Alghalith, M (2020). Pricing the American options: A closed-form, simple formula. Physica A: Statistical Mechanics and its Applications, Volume 548, 15 June 2020, 123873.
2. Alghalith, M. (2020). Pricing options under simultaneous stochastic volatility and jumps: A simple closed-form formula without numerical/computational method. Physica A: Statistical Mechanics and its Applications, Volume 540, 2020, 123100.
3. Alghalith, M. (2019). A new parametric method of estimating the joint probability density: Revisited, Physica A: Statistical Mechanics and its Applications, 527, 121455.
4. Alghalith, M. (2019). New methods of modeling and estimating preferences. Studies in Economics and Finance, 36, 83-88.
5. Alghalith, M. (2019). A simple solution to the specification error, Biometrical Letters, 56(1), 13-16. doi: https://doi.org/10.2478/bile-2019-0002
6. Alghalith, M. (2017). 'A note on the stochastic portfolio optimization'', Economics Bulletin, Vol. 37 No. 2 pp. 1265-1266.
7. Alghalith, M. (2017). A new parametric method of estimating the joint probability density. Physica A: Statistical Mechanics and its Applications, 471, 799-803.
8. Alghalith, M. (2016). A note on the theory of the firm under multiple uncertainties. European Journal of Operational Research, 251, 341-343.
9. Alghalith, M. (2016). Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method. Econometric Reviews, 35, 257-262.
10. Alghalith, M. (2016). A note on a new approach to both price and volatility jumps: An application to the portfolio model. The ANZIAM Journal (Cambridge), 58, 182-186.
11. Alghalith, M. (2016). Novel and simple non-parametric methods of estimating the joint and marginal densities. Physica A: Statistical Mechanics and its Applications, 454, 94-98.
12. Alghalith, M. (2012). A New Stopping Time Model: A Solution to a Free-Boundary Problem. J Optim Theory Appl 152, 265-270.
13. Alghalith, M. (2012). Forward dynamic utility functions: A new model and new results, European Journal of Operational Research,Volume 223, Issue 3, Pages 842-845.
14. Alghalith, M. (2012). A New Approach to Stochastic Optimization. J Optim Theory Appl 155, 669-672.
15. Moawia Alghalith, Preferences estimation without approximation, European Journal of Operational Research, Volume 207, Issue 2, 2010, Pages 1144-1146
16. Moawia Alghalith, Recent applications of theory of the firm under uncertainty, European Journal of Operational Research,Volume 186, Issue 2,2008, Pages 443-450

Profile Details

https://encyclopedia.pub/875

https://www.researchgate.net/profile/Moawia-Alghalith