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	2	8	11	40
A stochastic volatility model with jumps	0	0	0	18	2	2	3	55
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset	0	0	0	3	1	2	4	27
Computation of second order price sensitivities in depressed markets	0	0	0	33	1	5	9	72
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return	0	0	0	44	5	6	7	122
On option pricing in illiquid markets with jumps	0	0	0	15	2	3	4	59
On option pricing in illiquid markets with random jumps	0	0	0	22	4	5	7	86
On the calculation of price sensitivities with jump-diffusion structure	0	0	0	25	0	1	2	117
On the pricing and hedging of options for highly volatile periods	0	0	0	15	3	4	4	44
On the pricing and hedging of options for highly volatile periods	0	0	0	29	3	4	5	73
Stochastic optimal hedge ratio: Theory and evidence	0	0	2	76	2	4	7	260
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation	1	2	3	25	6	13	18	88
Valuation of Currency Options in Markets with a Crunch	0	0	0	17	3	3	6	66
Total Working Papers	1	2	5	326	34	60	87	1,109

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	2	5	9	91
An extension of the asymmetric causality tests for dealing with deterministic trend components	0	1	2	31	8	16	22	102
Computations of Greeks in a market with jumps via the Malliavin calculus	0	0	1	46	1	7	8	131
Option valuation and hedging in markets with a crunch	0	0	0	12	1	2	2	49
Portfolio selection: An alternative approach	1	4	9	260	6	16	54	1,504
Stochastic optimal hedge ratio: theory and evidence	0	0	0	16	2	6	6	109
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach	0	0	0	4	3	6	6	22
Total Journal Articles	1	5	14	401	23	58	107	2,008

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	4	4	5	25
Total Chapters	0	0	0	8	4	4	5	25

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	67	3	4	14	262
Total Software Items	0	0	2	67	3	4	14	262

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Statistics updated 2026-02-12