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	3	5	34
A stochastic volatility model with jumps	0	0	0	18	0	0	1	53
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset	0	0	0	3	1	2	3	26
Computation of second order price sensitivities in depressed markets	0	0	0	33	1	1	7	68
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return	0	0	0	44	1	2	4	117
On option pricing in illiquid markets with jumps	0	0	0	15	0	0	2	56
On option pricing in illiquid markets with random jumps	0	0	0	22	1	1	6	82
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	1	1	2	70
On the pricing and hedging of options for highly volatile periods	0	0	0	15	0	0	0	40
Stochastic optimal hedge ratio: Theory and evidence	0	0	2	76	0	0	4	256
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation	1	2	2	24	2	6	10	77
Valuation of Currency Options in Markets with a Crunch	0	0	0	17	0	0	4	63
Total Working Papers	1	2	4	325	9	16	50	1,058

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	1	1	5	87
An extension of the asymmetric causality tests for dealing with deterministic trend components	1	1	2	31	3	7	10	89
Computations of Greeks in a market with jumps via the Malliavin calculus	0	0	1	46	3	3	5	127
Option valuation and hedging in markets with a crunch	0	0	0	12	0	0	1	47
Portfolio selection: An alternative approach	2	2	8	258	6	11	54	1,494
Stochastic optimal hedge ratio: theory and evidence	0	0	0	16	1	1	1	104
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach	0	0	0	4	2	2	3	18
Total Journal Articles	3	3	13	399	16	25	79	1,966

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	2	21
Total Chapters	0	0	0	8	0	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	0	2	67	1	1	11	259
Total Software Items	0	0	2	67	1	1	11	259

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Statistics updated 2025-12-06