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 6 10 40
A stochastic volatility model with jumps 0 0 0 18 0 2 3 55
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 1 2 5 28
Computation of second order price sensitivities in depressed markets 0 0 0 33 0 4 8 72
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 1 6 8 123
On option pricing in illiquid markets with jumps 0 0 0 15 0 3 4 59
On option pricing in illiquid markets with random jumps 0 0 0 22 0 4 6 86
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 25 0 1 2 117
On the pricing and hedging of options for highly volatile periods 0 0 0 29 1 4 6 74
On the pricing and hedging of options for highly volatile periods 0 0 0 15 0 4 4 44
Stochastic optimal hedge ratio: Theory and evidence 0 0 2 76 1 5 8 261
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 1 3 25 2 13 19 90
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 1 4 6 67
Total Working Papers 0 1 5 326 7 58 89 1,116

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 32 1 5 8 92
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 0 2 31 1 14 23 103
Computations of Greeks in a market with jumps via the Malliavin calculus 0 0 1 46 0 4 8 131
Option valuation and hedging in markets with a crunch 0 0 0 12 1 3 3 50
Portfolio selection: An alternative approach 0 2 9 260 3 13 53 1,507
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 0 5 6 109
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 2 6 8 24
Total Journal Articles 0 2 13 401 8 50 109 2,016

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 0 4 5 25
Total Chapters 0 0 0 8 0 4 5 25

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 2 67 2 5 15 264
Total Software Items 0 0 2 67 2 5 15 264

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Statistics updated 2026-03-04