Youssef El-Khatib
Youssef El-Khatib
Associate Professor of Mathematics, UAE University
Verified email at uaeu.ac.ae
TitleCited byYear
Computations of Greeks in a market with jumps via the Malliavin calculus
Y El-Khatib, N Privault
Finance and Stochastics 8 (2), 161-179, 2004
862004
An extension of the asymmetric causality tests for dealing with deterministic trend components
A Hatemi-J, Y El-Khatib
Applied Economics 48 (42), 4033-4041, 2016
182016
Hedging in complete markets driven by normal martingales
Y El-Khatib, N Privault
Applicationes Mathematicae 30, 147-172, 2003
142003
On the calculation of price sensitivities with a jump-diffusion structure
Youssef El-Khatib, Abdulnasser Hatemi-J
Journal of Statistics Applications & Probability 1 (3), 171-182, 2012
12*2012
Options pricing in jump diffusion markets during financial crisis
Y El-Khatib, MA Hajji, M Al-Refai
Applied Mathematics & Information Sciences 7 (6), 2319, 2013
112013
Numerical simulations for the pricing of options in jump diffusion markets
Y El-Khatib, QM Al-Mdallal
Arab Journal of Mathematical Sciences 18 (2), 199-208, 2012
102012
Computations of price sensitivities after a financial market crash
Y El-Khatib, A Hatemi-J
Electrical Engineering and Intelligent Systems, 239-248, 2013
92013
Option valuation and hedging in markets with a crunch
Y El-Khatib, A Hatemi-J
Journal of Economic Studies 44 (5), 801-815, 2017
7*2017
Stochastic optimal hedge ratio: Theory and evidence
A Hatemi-J, Y El-Khatib
Applied Economics Letters 19 (8), 699-703, 2012
62012
Portfolio selection: An alternative approach
A Hatemi-J, Y El-Khatib
Economics Letters 135, 141-143, 2015
52015
Contributions to the study of discontinuous markets via the Malliavin calculus
Y El Khatib
These, Université de La Rochelle, 2002
4*2002
Computations of Price Sensitivities after a Financial Market Crash.
Y El-Khatib, A Hatemi-J
International Journal of Applied Mathematics 41 (4), 2011
32011
On the price sensitivities during financial crisis
Y El-Khatib, A Hatemi-J
Proceedings of the world congress on engineering 1, 2011
32011
An alternative stochastic volatility model
Y El-Khatib, A Hatemi-J
European Consortium for Mathematics in Industry, 1029-1036, 2014
22014
Asymmetric Optimal Hedge Ratio with an Application
Y El-Khatib, A Hatemi-J
Electrical Engineering and Intelligent Systems, 231-237, 2013
22013
Computations of Greeks in stochastic volatility models via the Malliavin calculus
Y El-Khatib
arXiv preprint arXiv:0904.3247, 2009
22009
Valuation of currency options in markets with a crunch
A Hatemi-J, Y El-Khatib
arXiv preprint arXiv:1801.08346, 2018
12018
Option pricing in high volatile markets with illiquidity
Y El-Khatib, A Hatemi-J
AIP Conference Proceedings 2116 (1), 110007, 2019
2019
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return
A Hatemi-J, MA Hajji, Y El-Khatib
arXiv preprint arXiv:1903.01082, 2019
2019
The second order price sensitivities for markets in a crisis
Y El-Khatib, A Hatemi-J
Journal of King Saud University-Science, 2018
2018
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