Yerkin Kitapbayev

According to our database, Yerkin Kitapbayev authored at least 4 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Mortgage Contracts and Underwater Default.

Yerkin Kitapbayev, Scott Robertson

SIAM J. Financial Math., 2024

2018

American Options with Discontinuous Two-Level Caps.

Jérôme Detemple, Yerkin Kitapbayev

SIAM J. Financial Math., 2018

On the Optimal Exercise Boundaries of Swing Put Options.

Tiziano De Angelis, Yerkin Kitapbayev

Math. Oper. Res., 2018

2016

Application of sequential testing problem to online detection of transient stability status for power systems.

Jhonny Gonzalez, Yerkin Kitapbayev, Tingyan Guo, Jovica V. Milanovic, Goran Peskir, John Moriarty

Proceedings of the 55th IEEE Conference on Decision and Control, 2016