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Munich Personal RePEc Archive

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Number of items: 3.

2010

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

20 March 2013

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.

September 2022

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2022): On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies.

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