Abdulnasser Hatemi Jarabad

Calculated based on number of publications stored in Pure and citations from Scopus
19992024

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  • 2019

    Option pricing in high volatile markets with illiquidity

    El-Khatib, Y. & Hatemi, A. J., Jul 24 2019, International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2018. Simos, T. E., Simos, T. E., Simos, T. E., Simos, T. E., Tsitouras, C. & Simos, T. E. (eds.). American Institute of Physics Inc., 110007. (AIP Conference Proceedings; vol. 2116).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Citations (Scopus)
  • 2013

    Asymmetric optimal hedge ratio with an application

    El-Khatib, Y. & Hatemi-J, A., 2013, Electrical Engineering and Intelligent Systems. p. 231-237 7 p. (Lecture Notes in Electrical Engineering; vol. 130 LNEE).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Computations of price sensitivities after a financial market crash

    El-Khatib, Y. & Hatemi-J, A., 2013, Electrical Engineering and Intelligent Systems. p. 239-248 10 p. (Lecture Notes in Electrical Engineering; vol. 130 LNEE).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    8 Citations (Scopus)
  • 2011

    An approach to deal with asymmetry in the optimal hedge ratio

    El-Khatib, Y. & Hatemi-J, A., 2011, Proceedings of the World Congress on Engineering 2011, WCE 2011. p. 377-380 4 p. (Proceedings of the World Congress on Engineering 2011, WCE 2011; vol. 1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Citations (Scopus)
  • On the price sensitivities during financial crisis

    El-Khatib, Y. & Hatemi-J, A., 2011, Proceedings of the World Congress on Engineering 2011, WCE 2011. p. 401-404 4 p. (Proceedings of the World Congress on Engineering 2011, WCE 2011; vol. 1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Citations (Scopus)