Youssef El-Khatib

According to our database, Youssef El-Khatib authored at least 4 papers between 2004 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Math. Comput. Simul., 2025

2024

Approximate option pricing under a two-factor Heston-Kou stochastic volatility model.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Comput. Manag. Sci., June, 2024

2021

The Transmission Dynamics of Hepatitis B Virus via the Fractional-Order Epidemiological Model.

Tahir Khan, Zi-Shan Qian, Roman Ullah, Basem Al Alwan, Gul Zaman, Qasem M. Al-Mdallal, Youssef El-Khatib, Khaled Kheder

Complex., 2021

2004

Computations of Greeks in a market with jumps via the Malliavin calculus.

Youssef El-Khatib, Nicolas Privault

Finance Stochastics, 2004