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Youssef El-Khatib

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Personal Details

First Name:Youssef
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Last Name:El-Khatib
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RePEc Short-ID:pel131
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Homepage:http://faculty.uaeu.ac.ae/youssef_elkhatib/
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  1. El-khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On option pricing in illiquid markets with random jumps," MPRA Paper 45172, University Library of Munich, Germany.
  2. El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On the pricing and hedging of options for highly volatile periods," MPRA Paper 45272, University Library of Munich, Germany.
  3. El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011. "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper 30596, University Library of Munich, Germany.
  4. Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010. "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper 26153, University Library of Munich, Germany.
  5. Youssef El-Khatib, 2006. "A stochastic volatility model with jumps," Papers math/0603527, arXiv.org, revised Oct 2011.
  1. Abdulnasser Hatemi-J & Youssef El-Khatib, 2012. "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
  2. Youssef El-Khatib & Nicolas Privault, 2004. "Computations of Greeks in a market with jumps via the Malliavin calculus," Finance and Stochastics, Springer, vol. 8(2), pages 161-179, 05.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2010-11-06 2013-03-23. Author is listed

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