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Youssef El-Khatib

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2025
[j3]
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Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models. Math. Comput. Simul. 231: 276-293 (2025)
2024
[j2]
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Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Sci. 21(1): 3 (2024)
2004
[j1]
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Youssef El-Khatib, Nicolas Privault:
Computations of Greeks in a market with jumps via the Malliavin calculus. Finance Stochastics 8(2): 161-179 (2004)

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