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 stochastic volatility model with jumps 0 0 0 17 0 1 2 47
Computation of second order price sensitivities in depressed markets 0 0 0 32 0 0 6 54
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 2 7 35 1 13 34 64
On option pricing in illiquid markets with jumps 0 0 1 12 1 1 6 42
On option pricing in illiquid markets with random jumps 0 0 0 19 0 0 4 55
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 22 0 2 6 103
On the pricing and hedging of options for highly volatile periods 0 0 0 13 1 1 7 32
On the pricing and hedging of options for highly volatile periods 0 0 0 29 0 0 1 61
Stochastic optimal hedge ratio: Theory and evidence 0 0 0 72 1 2 4 240
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 1 1 1 14 1 3 13 46
Valuation of Currency Options in Markets with a Crunch 0 1 2 16 0 2 8 45
Total Working Papers 1 4 11 281 5 25 91 789


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 1 27 0 1 3 75
An extension of the asymmetric causality tests for dealing with deterministic trend components 1 2 5 21 1 3 11 44
Computations of Greeks in a market with jumps via the Malliavin calculus 0 1 2 43 0 1 8 118
Option valuation and hedging in markets with a crunch 1 1 1 4 1 3 4 19
Portfolio selection: An alternative approach 0 10 41 169 15 50 255 1,028
Stochastic optimal hedge ratio: theory and evidence 0 0 0 15 0 2 3 90
Total Journal Articles 2 14 50 279 17 60 284 1,374


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 2 2 7 49 7 9 41 180
Total Software Items 2 2 7 49 7 9 41 180


Statistics updated 2020-09-04