The second order price sensitivities for markets in a crisis.
- Published in:
- Journal of King Saud University - Science, 2020, v. 32, n. 1, p. 131, doi. 10.1016/j.jksus.2018.03.016
- By:
- Publication type:
- Article
Works by El-Khatib, Youssef
Results: 15
1
2
Computations of Price Sensitivities after a Financial Market Crash.
- Published in:
- IAENG International Journal of Applied Mathematics, 2011, v. 41, n. 4, p. 339
- By:
- Publication type:
- Article
3
Asymmetric Optimal Hedge Ratio with an Application.
- Published in:
- IAENG International Journal of Applied Mathematics, 2011, v. 41, n. 4, p. 330
- By:
- Publication type:
- Article
4
The Transmission Dynamics of Hepatitis B Virus via the Fractional-Order Epidemiological Model.
- Published in:
- Complexity, 2021, p. 1, doi. 10.1155/2021/8752161
- By:
- Publication type:
- Article
5
Computations of Greeks in a market with jumps via the Malliavin calculus.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 2, p. 161, doi. 10.1007/s00780-003-0111-6
- By:
- Publication type:
- Article
6
Option pricing with illiquidity during a high volatile period.
- Published in:
- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 5, p. 3213, doi. 10.1002/mma.7612
- By:
- Publication type:
- Article
7
THE DIVIDEND DISCOUNT MODEL WITH MULTIPLE GROWTH RATES OF ANY ORDER FOR STOCK EVALUATION.
- Published in:
- International Economics / Economia Internazionale, 2023, v. 76, n. 1, p. 135
- By:
- Publication type:
- Article
8
A q-binomial extension of the CRR asset pricing model.
- Published in:
- Stochastic Models, 2023, v. 39, n. 4, p. 772, doi. 10.1080/15326349.2023.2173231
- By:
- Publication type:
- Article
9
On Option Pricing in Illiquid Markets with Jumps.
- Published in:
- ISRN Mathematical Analysis, 2013, p. 1, doi. 10.1155/2013/567071
- By:
- Publication type:
- Article
10
Price sensitivities for a general stochastic volatility model.
- Published in:
- Nonlinear Studies, 2019, v. 26, n. 2, p. 415
- By:
- Publication type:
- Article
11
Epidemiology and Scenario Simulations of the Middle East Respiratory Syndrome Corona Virus (MERS-CoV) Disease Spread and Control for Dromedary Camels in United Arab Emirates (UAE).
- Published in:
- Animals (2076-2615), 2024, v. 14, n. 3, p. 362, doi. 10.3390/ani14030362
- By:
- Publication type:
- Article
12
An extension of the asymmetric causality tests for dealing with deterministic trend components.
- Published in:
- Applied Economics, 2016, v. 48, n. 42, p. 4033, doi. 10.1080/00036846.2016.1150950
- By:
- Publication type:
- Article
13
Optimal risk management considering environmental and climatic changes.
- Published in:
- Risk Analysis: An International Journal, 2025, v. 45, n. 3, p. 544, doi. 10.1111/risa.14306
- By:
- Publication type:
- Article
14
Stochastic optimal hedge ratio: theory and evidence.
- Published in:
- Applied Economics Letters, 2012, v. 19, n. 8, p. 699, doi. 10.1080/13504851.2011.572841
- By:
- Publication type:
- Article
15
Approximate option pricing under a two-factor Heston–Kou stochastic volatility model.
- Published in:
- Computational Management Science, 2023, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00486-8
- By:
- Publication type:
- Article