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~accessRights:"restricted"
~person:"Kitapbayev, Yerkin"
~subject:"American put option"
~type_genre:"Article in journal"
~type_genre:"Biography"
~type_genre:"Book section"
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American put option
Option pricing theory
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geometric Brownian motion
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optimal stopping
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Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
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2
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
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3
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
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