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 (CDC, 2016)

On the Optimal Exercise Boundaries of Swing Put Options. - Tiziano De Angelis; Yerkin Kitapbayev (Math. Oper. Res., 2018)

American Options with Discontinuous Two-Level Caps. - Jérôme Detemple; Yerkin Kitapbayev (SIAM J. Financial Math., 2018)

Mortgage Contracts and Underwater Default. - Yerkin Kitapbayev; Scott Robertson (SIAM J. Financial Math., 2024)