Youssef El-Khatib
Names
| first: |
Youssef |
| last: |
El-Khatib |
Identifer
Contact
Affiliations
-
United Arab Emirates University
- http://www.uaeu.ac.ae/
- location: UAE, Al-Ain
Research profile
author of:
- On the pricing and hedging of options for highly volatile periods (RePEc:arx:papers:1304.4688)
by Youssef El-Khatib & Abdulnasser Hatemi-J - On option pricing in illiquid markets with jumps (RePEc:arx:papers:1304.4690)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Computation of second order price sensitivities in depressed markets (RePEc:arx:papers:1705.02473)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Valuation of Currency Options in Markets with a Crunch (RePEc:arx:papers:1801.08346)
by Abdulnasser Hatemi-J & Youssef El-Khatib - The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation (RePEc:arx:papers:1802.08987)
by Abdulnasser Hatemi-J & Youssef El-Khatib - Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return (RePEc:arx:papers:1903.01082)
by Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib - A q-binomial extension of the CRR asset pricing model (RePEc:arx:papers:2104.10163)
by Jean-Christophe Breton & Youssef El-Khatib & Jun Fan & Nicolas Privault - A stochastic volatility model with jumps (RePEc:arx:papers:math/0603527)
by Youssef El-Khatib - ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums (RePEc:boc:bocode:cpp001)
by Youssef El-Khatib & Abdulnasser Hatemi-J - A Homotopy Analysis Method for the Option Pricing PDE in Post-Crash Markets (RePEc:bpj:maecol:v:2:y:2014:i:3-4:p:6:n:1)
by El-Khatib Youssef - Portfolio selection: An alternative approach (RePEc:eee:ecolet:v:135:y:2015:i:c:p:141-143)
by Hatemi-J, Abdulnasser & El-Khatib, Youssef - Option valuation and hedging in markets with a crunch (RePEc:eme:jespps:jes-04-2016-0083)
by Youssef El-Khatib & Abdulnasser Hatemi-J - The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach (RePEc:eme:jespps:jes-06-2019-0266)
by Abdulnasser Hatemi-J & Youssef El-Khatib - Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset (RePEc:hal:wpaper:halshs-03211698)
by Youssef El-Khatib & Stéphane Goutte & Zororo S Makumbe & Josep Vives - Stochastic optimal hedge ratio: Theory and evidence (RePEc:pra:mprapa:26153)
by Hatemi-J, Abdulnasser & El-Khatib, Youssef - On the calculation of price sensitivities with jump-diffusion structure (RePEc:pra:mprapa:30596)
by El-Khatib, Youssef & Abdulnasser, Hatemi-J - On option pricing in illiquid markets with random jumps (RePEc:pra:mprapa:45172)
by El-khatib, Youssef & Hatemi-J, Abdulnasser - On the pricing and hedging of options for highly volatile periods (RePEc:pra:mprapa:45272)
by El-Khatib, Youssef & Hatemi-J, Abdulnasser - Computations of Greeks in a market with jumps via the Malliavin calculus (RePEc:spr:finsto:v:8:y:2004:i:2:p:161-179)
by Youssef El-Khatib & Nicolas Privault - Stochastic optimal hedge ratio: theory and evidence (RePEc:taf:apeclt:v:19:y:2012:i:8:p:699-703)
by Abdulnasser Hatemi-J & Youssef El-Khatib - An extension of the asymmetric causality tests for dealing with deterministic trend components (RePEc:taf:applec:v:48:y:2016:i:42:p:4033-4041)
by Abdulnasser Hatemi-J & Youssef El-Khatib - Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? (RePEc:wsi:wschap:9789811210242_0005)
by Abdulnasser Hatemi-J & Youssef El-Khatib