Yerkin Kitapbayev

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Acoustic Signal

Nonmonotonic Inference

Top Venues

SIAM J. Financial Math.

Math. Oper. Res.

Publications

Yerkin Kitapbayev, Scott Robertson
Mortgage Contracts and Underwater Default. SIAM J. Financial Math. 15 (2) (2024)
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)