Items where authors include "Kitapbayev, Y"

Article

De Angelis, T and Kitapbayev, Y (2018) On the optimal exercise boundaries of swing put options. Mathematics of Operations Research, 43 (1). pp. 252-274. ISSN 0364-765X

De Angelis, T and Kitapbayev, Y (2017) Integral equations for Rost's reversed barriers: existence and uniqueness results. Stochastic Processes and their Applications, 127 (10). pp. 3447-3464. ISSN 0304-4149