Browsing by Author El-Khatib, Youssef
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2023 | A hybrid stochastic volatility model in a Lévy market | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963- |
| 5-Jan-2022 | Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963- |