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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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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
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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