3 citations · 6 across the 8 of their papers we have counts for
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q-fin.PR2023★ 2 cited
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…
q-fin.ST2023
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…