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	2	30
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	2	23
Computation of second order price sensitivities in depressed markets	0	0	0	33	1	3	4	64
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return	0	0	1	44	0	2	5	115
On option pricing in illiquid markets with jumps	0	0	1	15	0	1	5	55
On option pricing in illiquid markets with random jumps	0	0	0	22	1	4	7	80
On the calculation of price sensitivities with jump-diffusion structure	0	0	0	25	0	1	1	115
On the pricing and hedging of options for highly volatile periods	0	0	2	15	0	0	3	40
On the pricing and hedging of options for highly volatile periods	0	0	0	29	0	0	0	68
Stochastic optimal hedge ratio: Theory and evidence	0	0	1	74	0	1	3	253
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation	0	0	3	22	1	4	9	71
Valuation of Currency Options in Markets with a Crunch	0	0	0	17	1	2	5	61
Total Working Papers	0	0	8	321	5	19	46	1,027

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	1	1	1	31	2	2	2	84
An extension of the asymmetric causality tests for dealing with deterministic trend components	0	0	1	29	0	1	3	80
Computations of Greeks in a market with jumps via the Malliavin calculus	0	0	0	45	0	1	1	123
Option valuation and hedging in markets with a crunch	0	0	0	12	0	1	2	47
Portfolio selection: An alternative approach	0	1	10	251	4	14	62	1,454
Stochastic optimal hedge ratio: theory and evidence	0	0	0	16	0	0	4	103
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach	0	0	0	4	0	1	1	16
Total Journal Articles	1	2	12	388	6	20	75	1,907

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	1	1	20
Total Chapters	0	0	0	8	0	1	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	4	65	1	1	12	249
Total Software Items	0	0	4	65	1	1	12	249

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 2025-03-03