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

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

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Statistics updated 2025-10-06