Youssef El-Khatib

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Abdulnasser Hatemi-JProfessor of Finance, UAE UniversityVerified email at uaeu.ac.ae
Qasem Al-MdallalProfessor of Mathematics, UAE UniversityVerified email at uaeu.ac.ae
Gul ZamanProfessor/ Ex-Vice Chancellor University of MalakandVerified email at uom.edu.pk
Nicolas PrivaultNanyang Technological UniversityVerified email at ntu.edu.sg
Tahir KhanDepartment of Mathematics, University of MalakandVerified email at uom.edu.pk
Roman UllahUniversity of Technology and Applied Sciences-Sohar, OmanVerified email at cas.edu.om
Mohamed Ali HajjiUAE UniversityVerified email at uaeu.ac.ae
Showkat ahmad loneAssociate professor of Mathematics & Statistics, Saudi Electronic UniversityVerified email at seu.edu.sa
Anum Shafiq (阿努姆)School of Mathematics and Statistics, Nanjing University of Information Science and TechnologyVerified email at nuist.edu.cn
Zororo S MakumbeUniversitat de BarcelonaVerified email at alumnes.ub.edu
Josep VivesFacultat de Matemàtiques i Informàtica, Universitat de BarcelonaVerified email at ub.edu
sonal jainUNITED ARAB EMIRATES UNIVERSITYVerified email at uaeu.ac.ae
Basem Al AlwanKing Khalid UniversityVerified email at kku.edu.sa
Mohammed Al-RefaiProfessor of Mathematics, Yarmouk UniversityVerified email at yu.edu.jo
Stéphane GoutteUMI Source, Université Paris-Saclay, UVSQ, IRD, FranceVerified email at uvsq.fr
Jun Fan (范俊)University of Nottingham Ningbo ChinaVerified email at nottingham.edu.cn
Basim Abu-JdayilProfessor of Chemical Engineering, United Arab Emirates UniversityVerified email at uaeu.ac.ae
S. A. B. Al OmariProfessor of Mechanical Engineering, UAE UniversityVerified email at uaeu.ac.ae

Youssef El-Khatib

Professor of Mathematics, UAE University

Verified email at uaeu.ac.ae

Stochastic Calculus Applied to Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Computations of Greeks in a market with jumps via the Malliavin calculus Y El-Khatib, N Privault Finance and Stochastics 8, 161-179, 2004	95	2004
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	59	2016
A new modified Kies Fréchet distribution: Applications of mortality rate of Covid-19 A Shafiq, SA Lone, TN Sindhu, Y El Khatib, QM Al-Mdallal, T Muhammad Results in physics 28, 104638, 2021	51	2021
Portfolio selection: An alternative approach A Hatemi-J, Y El-Khatib Economics letters 135, 141-143, 2015	29	2015
Modeling the dynamics of novel coronavirus (COVID-19) via stochastic epidemic model T Khan, G Zaman, Y El-Khatib Results in Physics 24, 104004, 2021	24	2021
Option valuation and hedging in markets with a crunch Y El-Khatib, A Hatemi-J Journal of Economic Studies 44 (5), 801-815, 2017	24*	2017
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	18	2012
The transmission dynamics of hepatitis B virus via the fractional-order epidemiological model T Khan, ZS Qian, R Ullah, B Al Alwan, G Zaman, QM Al-Mdallal, ... Complexity 2021, 1-18, 2021	16	2021
Modeling the dynamics of the SARS-CoV-2 virus in a population with asymptomatic and symptomatic infected individuals and vaccination T Khan, R Ullah, G Zaman, Y El Khatib Physica Scripta 96 (10), 104009, 2021	16	2021
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	15	2013
Computations of price sensitivities after a financial market crash Y El-Khatib, A Hatemi-J Electrical engineering and intelligent systems, 239-248, 2013	14	2013
Stochastic optimal hedge ratio: Theory and evidence A Hatemi-J, Y El-Khatib Applied Economics Letters 19 (8), 699-703, 2012	14	2012
Hedging in complete markets driven by normal martingales Y El-Khatib, N Privault Applicationes Mathematicae 30 (2), 147-172, 2003	14	2003
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
Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return A Hatemi-J, MA Hajji, Y El-Khatib Research in International Business and Finance 59, 101548, 2022	10	2022
Stochastic COVID-19 model with fractional global and classical piecewise derivative S Jain, Y El-Khatib Results in Physics 30, 104788, 2021	9	2021
The second order price sensitivities for markets in a crisis Y El-Khatib, A Hatemi-J Journal of King Saud University-Science 32 (1), 131-135, 2020	8	2020
Model designed to acquire an optimized performance implementing l27 orthogonal array for the prandtl fluid flow maneuvering grey relational theory P Kumar, AR Ajaykumar, A Felicita, B Nagaraja, Q Al-Mdallal, Y El-Khatib International Journal of Thermofluids 20, 100490, 2023	7	2023
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach A Hatemi-J, Y El-Khatib Journal of Economic Studies 47 (7), 1579-1589, 2020	7	2020
Option pricing with illiquidity during a high volatile period Y El‐Khatib, A Hatemi‐J Mathematical Methods in the Applied Sciences 45 (5), 3213-3224, 2022	6	2022

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