Projects per year
Personal profile
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Dive into the research topics where Yerkin Kitapbayev is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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FSU-2023-013 [Y. Kitapbayev] - Optimal stopping problems in mathematical finance
Kitapbayev, Y. (PI)
1/02/23 → 31/01/25
Project: Research
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Mortgage Contracts and Underwater Default
Kitapbayev, Y. & Robertson, S., 2024, In: SIAM Journal on Financial Mathematics. 15, 2, p. 315-359 45 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Optimal technology adoption for power generation
Detemple, J. & Kitapbayev, Y., Jul 2022, In: Energy Economics. 111, 106085.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Callable barrier reverse convertible securities
Detemple, J. & Kitapbayev, Y., 2021, In: Quantitative Finance. 21, 9, p. 1519-1532 14 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Closed Form Optimal Exercise Boundary of the American Put Option
Kitapbayev, Y., Feb 2021, In: International Journal of Theoretical and Applied Finance. 24, 1, 2150004.Research output: Contribution to journal › Article › peer-review
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Optimal power investment and pandemics: A micro-economic analysis
Detemple, J. & Kitapbayev, Y., 2 Feb 2021, In: Energies. 14, 4, 814.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations