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 0 0 3 31
A stochastic volatility model with jumps 0 0 0 18 0 1 1 53
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 0 1 1 24
Computation of second order price sensitivities in depressed markets 0 0 0 33 0 1 6 67
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 0 0 2 115
On option pricing in illiquid markets with jumps 0 0 1 15 0 1 4 56
On option pricing in illiquid markets with random jumps 0 0 0 22 0 1 5 81
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 25 0 0 2 116
On the pricing and hedging of options for highly volatile periods 0 0 0 29 0 0 1 69
On the pricing and hedging of options for highly volatile periods 0 0 1 15 0 0 1 40
Stochastic optimal hedge ratio: Theory and evidence 0 1 2 76 0 1 4 256
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 1 1 2 23 3 3 8 74
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 0 1 4 63
Total Working Papers 1 2 6 324 3 10 42 1,045


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 2 32 0 0 4 86
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 1 2 30 1 3 5 83
Computations of Greeks in a market with jumps via the Malliavin calculus 0 0 1 46 0 0 2 124
Option valuation and hedging in markets with a crunch 0 0 0 12 0 0 1 47
Portfolio selection: An alternative approach 0 1 9 256 3 16 64 1,486
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 0 0 1 103
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 0 0 1 16
Total Journal Articles 0 2 14 396 4 19 78 1,945


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 1 2 21
Total Chapters 0 0 0 8 1 1 2 21


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 2 3 67 0 7 11 258
Total Software Items 0 2 3 67 0 7 11 258


Statistics updated 2025-10-06