| Stochastic control and real options valuation of thermal storage-enabled demand response from flexible district energy systems Y Kitapbayev, J Moriarty, P Mancarella Applied Energy 137, 823-831, 2015 | 85 | 2015 |
| Optimal investment under cost uncertainty J Detemple, Y Kitapbayev Risks 6 (1), 5, 2018 | 59 | 2018 |
| On American VIX options under the generalized 3/2 and 1/2 models J Detemple, Y Kitapbayev Mathematical Finance 28 (2), 550-581, 2018 | 26 | 2018 |
| The value of green energy: Optimal investment in mutually exclusive projects and operating leverage J Detemple, Y Kitapbayev The Review of Financial Studies 33 (7), 3307-3347, 2020 | 25 | 2020 |
| The value of green energy under regulation uncertainty J Detemple, Y Kitapbayev Energy Economics 89, 104807, 2020 | 24 | 2020 |
| Optimal mean-reverting spread trading: nonlinear integral equation approach Y Kitapbayev, T Leung Annals of Finance 13, 181-203, 2017 | 18 | 2017 |
| On the optimal exercise boundaries of swing put options T De Angelis, Y Kitapbayev Mathematics of Operations Research 43 (1), 252-274, 2018 | 14 | 2018 |
| American options with discontinuous two-level caps J Detemple, Y Kitapbayev SIAM Journal on Financial Mathematics 9 (1), 219-250, 2018 | 14 | 2018 |
| A real options assessment of operational flexibility in district energy systems Y Kitapbayev, J Moriarty, P Mancarella, M Blöchle 2013 10th International Conference on the European Energy Market (EEM), 1-7, 2013 | 14* | 2013 |
| On the lookback option with fixed strike Y Kitapbayev Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 10 | 2014 |
| Mean reversion trading with sequential deadlines and transaction costs Y Kitapbayev, T Leung International Journal of Theoretical and Applied Finance 21 (01), 1850004, 2018 | 8 | 2018 |
| On the American swaption in the linear-rational framework D Filipović, Y Kitapbayev Quantitative Finance 18 (11), 1865-1876, 2018 | 7 | 2018 |
| The British lookback option with fixed strike Y Kitapbayev Applied Mathematical Finance 22 (3), 238-260, 2015 | 6 | 2015 |
| Callable barrier reverse convertible securities J Detemple, Y Kitapbayev Quantitative Finance 21 (9), 1519-1532, 2021 | 5 | 2021 |
| Application of sequential testing problem to online detection of transient stability status for power systems J Gonzalez, Y Kitapbayev, T Guo, JV Milanović, G Peskir, J Moriarty 2016 IEEE 55th Conference on Decision and Control (CDC), 1536-1541, 2016 | 4 | 2016 |
| Integral equations for Rost’s reversed barriers: existence and uniqueness results T De Angelis, Y Kitapbayev Stochastic Processes and their Applications 127 (10), 3447-3464, 2017 | 3 | 2017 |
| Optimal Power Investment and Pandemics: A Micro-Economic Analysis J Detemple, Y Kitapbayev Energies 14 (4), 814, 2021 | 2 | 2021 |
| Optimal technology adoption for power generation J Detemple, Y Kitapbayev Energy Economics 111, 106085, 2022 | 1 | 2022 |
| Optimal Liquidity and Asset Bubbles J Detemple, Y Kitapbayev, R Prieto Available at SSRN 4526476, 2023 | | 2023 |
| Closed form optimal exercise boundary of the American put option Y Kitapbayev International Journal of Theoretical and Applied Finance 24 (01), 2150004, 2021 | | 2021 |
