Youssef El-Khatib

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Abdulnasser Hatemi-JProfessor of Finance, UAE UniversityVerified email at uaeu.ac.ae
Qasem Al-MdallalProfessor of Mathematics, UAE UniversityVerified email at uaeu.ac.ae
Nicolas PrivaultNanyang Technological UniversityVerified email at ntu.edu.sg
Gul ZamanDean Faculty of Sciences/ Ex-Vice Chancellor University of MalakandVerified email at uom.edu.pk
Tahir KhanDepartment of Mathematics, University of MalakandVerified email at uom.edu.pk
Roman UllahHigher Colleges of Technology (Federal University), UAEVerified email at cas.edu.om
Showkat ahmad loneAssociate professor of Mathematics & Statistics, Saudi Electronic UniversityVerified email at seu.edu.sa
Anum ShafiqProfessor/Senior Researcher, NUIST; VSB TUOVerified email at vsb.cz
Mohamed Ali HajjiUAE UniversityVerified email at uaeu.ac.ae
Zororo S MakumbeUniversitat de BarcelonaVerified email at alumnes.ub.edu
Josep VivesFacultat de Matemàtiques i Informàtica, Universitat de BarcelonaVerified email at ub.edu
sonal jainsir padampat singhania universityVerified email at spsu.ac.in
Stéphane GoutteUMI Source, Université Paris-Saclay, UVSQ, IRD, France and Paris School of BusinessVerified email at uvsq.fr
Basem Al AlwanKing Khalid UniversityVerified email at kku.edu.sa
Mohammed Al-RefaiProfessor of Mathematics, Yarmouk UniversityVerified email at yu.edu.jo
Jun Fan (范俊)University of Nottingham Ningbo ChinaVerified email at nottingham.edu.cn
Basim Abu-JdayilProfessor of Chemical Engineering, United Arab Emirates UniversityVerified email at uaeu.ac.ae
S. A. B. Al OmariProfessor of Mechanical Engineering, UAE UniversityVerified email at uaeu.ac.ae

Youssef El-Khatib

Professor of Mathematics, UAE University

Verified email at uaeu.ac.ae

Stochastic Calculus Applied to Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Computations of Greeks in a market with jumps via the Malliavin calculus Y El-Khatib, N Privault Finance and Stochastics 8, 161-179, 2004	95	2004
A new modified Kies Fréchet distribution: Applications of mortality rate of Covid-19 A Shafiq, SA Lone, TN Sindhu, Y El Khatib, QM Al-Mdallal, T Muhammad Results in physics 28, 104638, 2021	64	2021
An extension of the asymmetric causality tests for dealing with deterministic trend components A Hatemi-J, Y El-Khatib Applied Economics 48 (42), 4033-4041, 2016	63	2016
Portfolio selection: An alternative approach A Hatemi-J, Y El-Khatib Economics letters 135, 141-143, 2015	35	2015
Option valuation and hedging in markets with a crunch Y El-Khatib, A Hatemi-J Journal of Economic Studies 44 (5), 801-815, 2017	25*	2017
Modeling the dynamics of novel coronavirus (COVID-19) via stochastic epidemic model T Khan, G Zaman, Y El-Khatib Results in Physics 24, 104004, 2021	23	2021
The Transmission Dynamics of Hepatitis B Virus via the Fractional‐Order Epidemiological Model T Khan, ZS Qian, R Ullah, B Al Alwan, G Zaman, QM Al-Mdallal, ... Complexity 2021 (1), 8752161, 2021	18	2021
Numerical simulations for the pricing of options in jump diffusion markets Y El-Khatib, QM Al-Mdallal Arab Journal of Mathematical Sciences 18 (2), 199-208, 2012	18	2012
Modeling the dynamics of the SARS-CoV-2 virus in a population with asymptomatic and symptomatic infected individuals and vaccination T Khan, R Ullah, G Zaman, Y El Khatib Physica Scripta 96 (10), 104009, 2021	17	2021
Model designed to acquire an optimized performance implementing l27 orthogonal array for the prandtl fluid flow maneuvering grey relational theory P Kumar, AR Ajaykumar, A Felicita, B Nagaraja, Q Al-Mdallal, Y El-Khatib International Journal of Thermofluids 20, 100490, 2023	16	2023
Hedging in complete markets driven by normal martingales Y El-Khatib, N Privault Applicationes Mathematicae 30 (2), 147-172, 2003	16	2003
Options pricing in jump diffusion markets during financial crisis Y El-Khatib, MA Hajji, M Al-Refai Applied Mathematics & Information Sciences 7 (6), 2319, 2013	15	2013
Computations of price sensitivities after a financial market crash Y El-Khatib, A Hatemi-J Electrical engineering and intelligent systems, 239-248, 2013	14	2013
Stochastic optimal hedge ratio: Theory and evidence A Hatemi-J, Y El-Khatib Applied Economics Letters 19 (8), 699-703, 2012	14	2012
Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return A Hatemi-J, MA Hajji, Y El-Khatib Research in International Business and Finance 59, 101548, 2022	12	2022
On the calculation of price sensitivities with a jump-diffusion structure Youssef El-Khatib, Abdulnasser Hatemi-J Journal of Statistics Applications & Probability 1 (3), 171-182, 2012	12*	2012
Stochastic COVID-19 model with fractional global and classical piecewise derivative S Jain, Y El-Khatib Results in Physics 30, 104788, 2021	11	2021
On a regime switching illiquid high volatile prediction model for cryptocurrencies Y El-Khatib, A Hatemi-J Journal of Economic Studies 51 (2), 485-498, 2024	10	2024
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach A Hatemi-J, Y El-Khatib Journal of Economic Studies 47 (7), 1579-1589, 2020	8	2020
The second order price sensitivities for markets in a crisis Y El-Khatib, A Hatemi-J Journal of King Saud University-Science 32 (1), 131-135, 2020	8	2020

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