Narrow search
Showing 1 - 10 of 105
Cover Image
Option valuation and hedging in markets with a crunch
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 44 (2017) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10011960936
Cover Image
An extension of the asymmetric causality tests for dealing with deterministic trend components
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics 48 (2016) 40/42, pp. 4033-4041
Persistent link: https://www.econbiz.de/10011639959
Cover Image
Portfolio selection : an alternative approach
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Economics letters 135 (2015), pp. 141-143
Persistent link: https://www.econbiz.de/10011435669
Cover Image
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 51 (2024) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Cover Image
The dividend discount model with multiple growth rates of any order for stock evaluation
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Economia internazionale 76 (2023) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10014267127
Cover Image
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef; Goutte, Stéphane; Makumbe, Zororo S.; … - In: Finance research letters 44 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Cover Image
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef; Goutte, Stéphane; Makumbe, Zororo S.; … - In: International review of economics & finance : IREF 85 (2023), pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Cover Image
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef; Makumbe, Zororo S.; Vives, Josep - In: Computational management science 21 (2024) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Cover Image
Stochastic optimal hedge ratio : theory and evidence
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics letters 19 (2012) 7/9, pp. 699-703
Persistent link: https://www.econbiz.de/10009630993
Cover Image
A re-examination of the Fisher effect using an alternative approach
Hatemi-J, Abdulnasser - In: Applied economics letters 18 (2011) 7/9, pp. 855-858
Persistent link: https://www.econbiz.de/10009230817