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Yerkin Kitapbayev
ORCID
Publication Activity (10 Years)
Years Active: 2016-2018
Publications (10 Years): 3
Top Topics
Computational Intelligence
Metadata
Power System
Multiscale
Top Venues
CDC
Math. Oper. Res.
SIAM J. Financial Math.
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Publications
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Tiziano De Angelis
,
Yerkin Kitapbayev
On the Optimal Exercise Boundaries of Swing Put Options.
Math. Oper. Res.
43 (1) (2018)
Jérôme Detemple
,
Yerkin Kitapbayev
American Options with Discontinuous Two-Level Caps.
SIAM J. Financial Math.
9 (1) (2018)
Jhonny Gonzalez
,
Yerkin Kitapbayev
,
Tingyan Guo
,
Jovica V. Milanovic
,
Goran Peskir
,
John Moriarty
Application of sequential testing problem to online detection of transient stability status for power systems.
CDC
(2016)