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ECONIS (ZBW)
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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
The British lookback option with fixed strike
Kitapbayev, Yerkin
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 238-260
Persistent link: https://www.econbiz.de/10011436202
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3
The value of green energy under regulation uncertainty
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Energy economics
89
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517067
Saved in:
4
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
Saved in:
5
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
6
The value of green energy : optimal investment in mutually exclusive projects and operating leverage
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
The review of financial studies
33
(
2020
)
7
,
pp. 3307-3347
Persistent link: https://www.econbiz.de/10012248922
Saved in:
7
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
8
Optimal mean-reverting spread trading : nonlinear integral equation approach
Kitapbayev, Yerkin
;
Leung, Tim
- In:
Annals of finance
13
(
2017
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10011944976
Saved in:
9
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
10
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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