"On the American Swaption in the Linear-Rational Framework."

Filipovic, Damir and Yerkin Kitapbayev. Quantitative Finance Vol. 18, No. 11 (2018): 1865-1876.

"On American VIX Options under the Generalized 3/2 and 1/2 Models."

Detemple, Jerome and Yerkin Kitapbayev. Mathematical Finance Vol. 28, No. 2 (2018): 550-581.

"American Options with Discontinuous Two-Level Caps."

Detemple, Jerome and Yerkin Kitapbayev. SIAM Journal on Financial Mathematics Vol. 9, No. 1 (2018): 219-250.

"On the Optimal Exercise Boundaries of Swing Put Options."

De Angelis, Tiziano and Yerkin Kitapbayev. Mathematics of Operations Research Vol. 43, No. 1 (2018): 252-274.

"Mean Reversion Trading with Sequential Deadlines and Transaction Costs."

Kitapbayev, Yerkin and Tim Leung. International Journal of Theoretical and Applied Finance Vol. 21, No. 1 (2018): 1-22.

"Optimal Investment under Cost Uncertainty."

Detemple, Jerome and Yerkin Kitapbayev. Risks Vol. 6, No. 1 (2018): 5. Download Paper.

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