Youssef El-Khatib

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 1

Publications

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) (2024)
Youssef El-Khatib, Nicolas Privault
Computations of Greeks in a market with jumps via the Malliavin calculus. Finance Stochastics 8 (2) (2004)