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 3 4 14 44
A stochastic volatility model with jumps 0 0 0 18 0 0 3 55
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 3 4 8 31
Computation of second order price sensitivities in depressed markets 0 0 0 33 1 1 7 73
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 1 2 9 124
On option pricing in illiquid markets with jumps 0 0 0 15 3 4 8 63
On option pricing in illiquid markets with random jumps 0 0 0 22 3 3 9 89
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 25 1 2 3 119
On the pricing and hedging of options for highly volatile periods 0 0 0 15 1 1 5 45
On the pricing and hedging of options for highly volatile periods 0 0 0 29 2 3 8 76
Stochastic optimal hedge ratio: Theory and evidence 0 0 1 76 1 3 9 263
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 0 3 25 6 10 27 98
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 2 3 8 69
Total Working Papers 0 0 4 326 27 40 118 1,149

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 0 32 0 3 8 94
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 0 2 31 1 2 24 104
Computations of Greeks in a market with jumps via the Malliavin calculus 0 0 0 46 4 4 11 135
Option valuation and hedging in markets with a crunch 0 0 0 12 2 3 5 52
Portfolio selection: An alternative approach 0 0 9 260 7 12 58 1,516
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 2 2 8 111
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 0 3 9 25
Total Journal Articles 0 0 11 401 16 29 123 2,037

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 2 3 8 28
Total Chapters 0 0 0 8 2 3 8 28

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 1 3 68 2 9 21 271
Total Software Items 0 1 3 68 2 9 21 271

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Statistics updated 2026-05-06