3 citations · 6 across the 8 of their papers we have counts for
8 papers
New developments in econophysics: Option pricing formulas
Moawia Alghalith
We synthesize and discuss some new developments in econophysics. In doing so, we focus on option pricing. We relax the assumptions of constant volatility and interest rate. In doin…
Methods in Econophysics: Estimating the Probability Density and Volatility
Moawia Alghalith
We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of…
Quantized Noncommutative Riemann Manifolds and Stochastic Processes: The theoretical foundations of the square root of Brownian motion
Marco Frasca, Alfonso Farina, Moawia Alghalith
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on…
New exact Taylor's expansions and simple solutions to PDEs
Moawia Alghalith
We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutio…
A note on estimating stochastic volatility and its volatility: a new simple method
Moawia Alghalith
We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method…
New stochastic calculus
Moawia Alghalith
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our appro…
Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance
Moawia Alghalith
We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance.
Hedging and production decisions under uncertainty: A survey
Moawia Alghalith
This paper synthesizes and analyzes some important current and recent contributions to the theory of the firm under uncertainty. In so doing, it examines the production and hedging…