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 q-binomial extension of the CRR asset pricing model	0	0	0	4	1	1	3	31
A stochastic volatility model with jumps	0	0	0	18	0	0	0	52
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset	0	0	0	3	0	0	1	23
Computation of second order price sensitivities in depressed markets	0	0	0	33	0	2	5	66
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return	0	0	0	44	0	0	3	115
On option pricing in illiquid markets with jumps	0	0	1	15	0	0	4	55
On option pricing in illiquid markets with random jumps	0	0	0	22	0	0	6	80
On the calculation of price sensitivities with jump-diffusion structure	0	0	0	25	0	1	2	116
On the pricing and hedging of options for highly volatile periods	0	0	2	15	0	0	2	40
On the pricing and hedging of options for highly volatile periods	0	0	0	29	1	1	1	69
Stochastic optimal hedge ratio: Theory and evidence	0	1	1	75	1	2	4	255
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation	0	0	2	22	0	0	6	71
Valuation of Currency Options in Markets with a Crunch	0	0	0	17	1	1	5	62
Total Working Papers	0	1	6	322	4	8	42	1,035

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	1	2	32	0	2	4	86
An extension of the asymmetric causality tests for dealing with deterministic trend components	0	0	1	29	0	0	3	80
Computations of Greeks in a market with jumps via the Malliavin calculus	0	1	1	46	0	1	2	124
Option valuation and hedging in markets with a crunch	0	0	0	12	0	0	1	47
Portfolio selection: An alternative approach	3	3	8	254	8	12	57	1,466
Stochastic optimal hedge ratio: theory and evidence	0	0	0	16	0	0	2	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	3	5	12	393	8	15	70	1,922

Chapter	File Downloads				Abstract Views
Chapter	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	0	1	20
Total Chapters	0	0	0	8	0	0	1	20

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	0	0	2	65	0	1	10	250
Total Software Items	0	0	2	65	0	1	10	250

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Statistics updated 2025-06-06