Youssef El-Khatib

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model Computational Management Science	2024-02-06	Paper
Option pricing with illiquidity during a high volatile period Mathematical Methods in the Applied Sciences	2023-12-19	Paper
A q -binomial extension of the CRR asset pricing model Stochastic Models	2023-11-23	Paper
scientific article; zbMATH DE number 7696273 (Why is no real title available?)	2023-06-15	Paper
scientific article; zbMATH DE number 7696275 (Why is no real title available?)	2023-06-15	Paper
Modelling chaotic dynamical attractor with fractal-fractional differential operators AIMS Mathematics	2022-05-30	Paper
Price sensitivities for a general stochastic volatility model	2019-12-10	Paper
Portfolio selection: an alternative approach Economics Letters	2018-08-24	Paper
A homotopy analysis method for the option pricing PDE in post-crash markets Mathematical Economics Letters	2015-10-01	Paper
On option pricing in illiquid markets with jumps ISRN Mathematical Analysis	2014-05-06	Paper
Numerical simulations for the pricing of options in jump diffusion markets Arab Journal of Mathematical Sciences	2012-08-10	Paper
Computations of Greeks in stochastic volatility models via the Malliavin calculus	2009-04-21	Paper
A stochastic volatility model with jumps	2006-03-22	Paper
Computations of Greeks in a market with jumps via the Malliavin calculus Finance and Stochastics	2004-11-24	Paper
Hedging in complete markets driven by normal martingales Applicationes Mathematicae	2003-09-09	Paper

Research outcomes over time

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