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 4 19 50
A stochastic volatility model with jumps 0 0 0 18 0 2 4 57
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 0 0 7 31
Computation of second order price sensitivities in depressed markets 0 0 0 33 0 0 7 74
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 0 1 10 125
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 3 11 92
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 1 1 8 77
On the pricing and hedging of options for highly volatile periods 0 0 0 15 1 1 7 47
Stochastic optimal hedge ratio: Theory and evidence 0 0 0 76 1 1 9 265
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 0 2 25 0 2 27 101
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 0 0 7 70
Total Working Papers 0 0 2 326 4 15 126 1,171

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 1 1 33 1 4 13 99
An extension of the asymmetric causality tests for dealing with deterministic trend components 1 1 2 32 1 4 26 109
Computations of Greeks in a market with jumps via the Malliavin calculus 0 0 0 46 0 0 12 136
Option valuation and hedging in markets with a crunch 0 0 0 12 0 1 7 54
Portfolio selection: An alternative approach 0 2 6 262 2 6 41 1,527
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 0 1 9 112
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 1 1 10 26
Total Journal Articles 1 4 9 405 5 17 118 2,063

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 1 9 30
Total Chapters 0 0 0 8 0 1 9 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 1 68 1 1 14 272
Total Software Items 0 0 1 68 1 1 14 272

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Statistics updated 2026-10-11