Access Statistics for Youssef El-Khatib

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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
Software Item	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

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-09-04