Yerkin Kitapbayev

Works (5)

Updated: July 5th, 2023 14:34

2022 journal article

Optimal technology adoption for power generation

ENERGY ECONOMICS, 111.

By: J. Detemple * & Y. Kitapbayev*

author keywords: Investment; Power generation; Replacement; Wind plant; Gas Plant; Liquidation; Exclusive alternatives; Optimal boundaries; Firm value; Value of Green Energy
UN Sustainable Development Goal Categories
7. Affordable and Clean Energy (OpenAlex)
Source: Web Of Science
Added: July 18, 2022

2021 journal article

CLOSED FORM OPTIMAL EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION

INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 24(1).

By: Y. Kitapbayev n

author keywords: American put option; geometric Brownian motion; optimal stopping; free-boundary problem; integral equation
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: June 10, 2021

2021 article

Callable barrier reverse convertible securities

Detemple, J., & Kitapbayev, Y. (2021, June 15). QUANTITATIVE FINANCE.

By: J. Detemple * & Y. Kitapbayev n

author keywords: Barrier reverse convertible claim; Call provision; American put option; Geometric Brownian motion; Optimal stopping; Free-boundary problem; Early redemption discount; Integral equation
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: June 28, 2021

2021 journal article

Optimal Power Investment and Pandemics: A Micro-Economic Analysis

ENERGIES, 14(4).

By: J. Detemple * & Y. Kitapbayev n

author keywords: investment; pandemic; electricity; gas; mutually exclusive projects; green energy
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: March 22, 2021

2020 article

The value of green energy under regulation uncertainty

Detemple, J., & Kitapbayev, Y. (2020, June). ENERGY ECONOMICS, Vol. 89.

By: J. Detemple * & Y. Kitapbayev n

author keywords: Wind plant; Gas-fired plant; Real options; Subsidy; Regulation uncertainty
UN Sustainable Development Goal Categories
7. Affordable and Clean Energy (Web of Science; OpenAlex)
Source: Web Of Science
Added: September 28, 2020

Citation Index includes data from a number of different sources. If you have questions about the sources of data in the Citation Index or need a set of data which is free to re-distribute, please contact us.

Certain data included herein are derived from the Web of Science© and InCites© (2024) of Clarivate Analytics. All rights reserved. You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.