Prof. Moawia Alghalith

University of the West Indies, Jamaica

Email: malghalith@gmail.com

Qualifications

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Publications (Selected)

1. Alghalith, M., Floros, C., Daglis, T., & Gkillas, K. (2025). Modeling the COVID-19 incorporating oil futures. Discover Analytics, 3(1), 1.
2. Wenbin, P., Shanshan, Y., Jianwei, Q., & Alghalith, M. (2025). Research on the Incentive Model of Express Packaging Recycling Based on the Three-Party Game Model. IETI Transactions on Data Analysis and Forecasting, 2(4), 59-68.
3. Alghalith, M., & Keung Wong, W. (2024). A solution to the multidimensionality in option pricing. Communications in Statistics-Theory and Methods, 53(7), 2477-2482.
4. Allen, D., Alghalith, M., & Wong, W. K. (2023). Statement for the Special Issue in Honor of Michael McAleer. Annals of Financial Economics, 18(01), 2302001.
5. Alghalith, M. (2023). A New Price of the Arithmetic Asian Option: A Simple, Explicit. Qeios.
6. Alghalith, M. (2023). Pricing Options with Volatility of Volatility: A Simple Formula. Available at SSRN 4361376.
7. Alghalith, M. (2023). The price of the Bermudan option: A simple, explicit formula. Communications in Statistics-Theory and Methods, 52(9), 3174-3177.
8. Alghalith, M., & Wong, W. K. (2022). Option Pricing under an abnormal economy: using the Square Root of the Brownian Motion. Advances in Decision Sciences, 26, 1-14.
9. Alghalith, M., & Wong, W. K. (2020). Extension of stein's lemmas to general functions and distributions. Advances in Decision Sciences, (4), 1-11.
10. Alghalith, M. (2022). Methods in econophysics: Estimating the probability density and volatility. Frontiers in Physics, 10, 1050277.
11. Alghalith, M. (2022). New developments in econophysics: Option pricing formulas. Frontiers in Physics, 10, 1036571.
12. Alghalith, M. (2022). The Distribution of the Arithmetic Average of Log-Normals and the Price of the Asian Option. Available at SSRN 4171994.
13. Alghalith, M., Swanson, N., Vasnev, A., & Wong, W. K. (2021). Editorial statement in honor of Professor Michael McAleer. Annals of Financial Economics, 16(03), 2101002.
14. Frasca, M., Farina, A., & Alghalith, M. (2021). Quantized noncommutative Riemann manifolds and stochastic processes: The theoretical foundations of the square root of Brownian motion. Physica A: Statistical Mechanics and its Applications, 577, 126037.
15. 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.
16. 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.
17. Alghalith, M. (2019). A new parametric method of estimating the joint probability density: Revisited, Physica A: Statistical Mechanics and its Applications, 527, 121455.
18. Alghalith, M. (2019). New methods of modeling and estimating preferences. Studies in Economics and Finance, 36, 83-88.
19. 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
20. Alghalith, M. (2017). 'A note on the stochastic portfolio optimization'', Economics Bulletin, Vol. 37 No. 2 pp. 1265-1266.
21. Alghalith, M. (2017). A new parametric method of estimating the joint probability density. Physica A: Statistical Mechanics and its Applications, 471, 799-803.
22. Alghalith, M. (2016). A note on the theory of the firm under multiple uncertainties. European Journal of Operational Research, 251, 341-343.
23. Alghalith, M. (2016). Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method. Econometric Reviews, 35, 257-262.
24. 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.
25. 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.

Profile Details

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