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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 Finished
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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
Research output
- 3 Article
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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 -
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, J., Kitapbayev, Y. & Reppen, A. M., Aug 2024, In: Energy Economics. 136, 107734.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
SEMI-ANALYTICAL PRICING OF OPTIONS WRITTEN ON SOFR FUTURES
Itkin, A. & Kitapbayev, Y., Dec 2024, In: Frontiers of Mathematical Finance. 3, 4, p. 520-559 40 p.Research output: Contribution to journal › Article › peer-review
Open Access