Access Statistics for Youssef El-Khatib

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A q-binomial extension of the CRR asset pricing model 0 0 0 4 1 3 16 47
A stochastic volatility model with jumps 0 0 0 18 0 0 3 55
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 0 0 8 31
Computation of second order price sensitivities in depressed markets 0 0 0 33 0 1 8 74
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 0 0 9 124
On option pricing in illiquid markets with jumps 0 0 0 15 0 0 7 63
On option pricing in illiquid markets with random jumps 0 0 0 22 1 1 10 90
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 25 0 0 3 119
On the pricing and hedging of options for highly volatile periods 0 0 0 29 0 0 7 76
On the pricing and hedging of options for highly volatile periods 0 0 0 15 0 1 6 46
Stochastic optimal hedge ratio: Theory and evidence 0 0 1 76 0 1 9 264
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 0 3 25 1 2 29 100
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 0 1 8 70
Total Working Papers 0 0 4 326 3 10 123 1,159

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homotopy Analysis Method for the Option Pricing PDE in Post-Crash Markets 0 0 0 32 1 2 10 96
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 0 2 31 0 1 24 105
Computations of Greeks in a market with jumps via the Malliavin calculus 0 0 0 46 0 1 12 136
Option valuation and hedging in markets with a crunch 0 0 0 12 1 2 7 54
Portfolio selection: An alternative approach 1 1 5 261 1 6 45 1,522
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 0 0 8 111
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 0 0 9 25
Total Journal Articles 1 1 7 402 3 12 115 2,049

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? 0 0 0 8 1 2 10 30
Total Chapters 0 0 0 8 1 2 10 30

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums 0 0 3 68 0 0 18 271
Total Software Items 0 0 3 68 0 0 18 271

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Statistics updated 2026-08-07