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researcher

Y. Kitapbayev

14 papers hereh-index 9255 citations39 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author2
  • last author8

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.PR7
  • math.OC2
  • math.PR2
  • q-fin.TR2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedOn American VIX options under the generalized 3/2 and 1/2 models

19 citations · 20 across the 9 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.PR2020

Mortgage Contracts and Underwater Default

Yerkin Kitapbayev, Scott Robertson

We analyze recently proposed mortgage contracts that aim to eliminate selective borrower default when the loan balance exceeds the house price (the ``underwater'' effect). We show…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.