3 results for “Youssef El-Khatib”

Research ArticleOpen accessIn the author namesOn the Valuation of Currency Options in Stressed MarketsAbdulnasser Hatemi-J, Youssef El-KhatibThe current article handles the valuation of currency options in the market that is suffering from a financial crisis. The standard formulas for this purpose do not perform accurately. European foreign currency exchange options for both the call and the put versions are dealt with. It is assumed that the value of the underlying asset is a stochastic process that … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 24 Dec 2021 · 6,506 accessesView PDF Cite

Special issueAdvanced Numerical Methods for Differential Equations in Applied SciencesJournal of Mathematics and Statistics · 22 Mar 2021