Yerkin Kitapbayev
Works (5)
Updated: July 5th, 2023 14:34
2022 journal article
Optimal technology adoption for power generation
ENERGY ECONOMICS, 111.
co-author countries:
United States of America 🇺🇸
author keywords: Investment; Power generation; Replacement; Wind plant; Gas Plant; Liquidation; Exclusive alternatives; Optimal boundaries; Firm value; Value of Green Energy
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).
co-author countries:
United States of America 🇺🇸
author keywords: American put option; geometric Brownian motion; optimal stopping; free-boundary problem; integral equation
arxiv.org (repository)
Source: Web Of Science
Added: June 10, 2021
2021 article
Callable barrier reverse convertible securities
Detemple, J., & Kitapbayev, Y. (2021, June 15). QUANTITATIVE FINANCE.
co-author countries:
United States of America 🇺🇸
author keywords: Barrier reverse convertible claim; Call provision; American put option; Geometric Brownian motion; Optimal stopping; Free-boundary problem; Early redemption discount; Integral equation
Source: Web Of Science
Added: June 28, 2021
2021 journal article
Optimal Power Investment and Pandemics: A Micro-Economic Analysis
ENERGIES, 14(4).
co-author countries:
United States of America 🇺🇸
author keywords: investment; pandemic; electricity; gas; mutually exclusive projects; green energy
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.
co-author countries:
United States of America 🇺🇸
author keywords: Wind plant; Gas-fired plant; Real options; Subsidy; Regulation uncertainty
Source: Web Of Science
Added: September 28, 2020
