| Computations of Greeks in a market with jumps via the Malliavin calculus Y El-Khatib, N Privault Finance and Stochastics 8, 161-179, 2004 | 94 | 2004 |
| 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 | 62 | 2016 |
| 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 | 60 | 2021 |
| Portfolio selection: An alternative approach A Hatemi-J, Y El-Khatib Economics letters 135, 141-143, 2015 | 34 | 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 | 24* | 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 |
| 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 |
| Hedging in complete markets driven by normal martingales Y El-Khatib, N Privault Applicationes Mathematicae 30 (2), 147-172, 2003 | 15 | 2003 |
| 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 | 14 | 2023 |
| 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 |
| 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 |
| 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 | 11 | 2022 |
| 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 |
Abdulnasser Hatemi-JProfessor of Finance, UAE University在 uaeu.ac.ae 的电子邮件经过验证
