arXiv 2017-05-06 EN Computation of second order price sensitivities in depressed markets El-Khatib, Youssef · Hatemi-J, Abdulnasser
arXiv 2013-04-17 EN On the pricing and hedging of options for highly volatile periods El-Khatib, Youssef · Hatemi-J, Abdulnasser
arXiv 2013-04-17 EN On option pricing in illiquid markets with jumps El-Khatib, Youssef · Hatemi-J, Abdulnasser
