Youssef El-Khatib

Available identifiers

Publication	Date of Publication	Type
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model	2024-02-06	Paper
Option pricing with illiquidity during a high volatile period	2023-12-19	Paper
A q -binomial extension of the CRR asset pricing model	2023-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q6162186	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6162188	2023-06-15	Paper
Modelling chaotic dynamical attractor with fractal-fractional differential operators	2022-05-30	Paper
Price sensitivities for a general stochastic volatility model	2019-12-10	Paper
Portfolio selection: an alternative approach	2018-08-24	Paper
A homotopy analysis method for the option pricing PDE in post-crash markets	2015-10-01	Paper
On option pricing in illiquid markets with jumps	2014-05-06	Paper
Numerical simulations for the pricing of options in jump diffusion markets	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	2004-11-24	Paper
Hedging in complete markets driven by normal martingales	2003-09-09	Paper

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