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Rakhymzhan Kazbek

Observed name: Kazbek, Rakhymzhan
ORCID: 0000-0003-2441-7532
Observed ORCID: 0000-0003-2441-7532
OpenAlex ID: A5071511301
Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method
2024 · Rakhymzhan Kazbek, Yogi Erlangga, et al. · Computational Economics · 9
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A comparative analysis of crossovers in genetic algorithms for route optimization: case studies from Astana and Shymkent, Kazakhstan
2026 · Rakhymzhan Kazbek, Muslim Sergaziyev, et al. · Scientific Reports · 4
Valuing American options and Flexible Forwards contracts in time-dependent models
2026 · Andersen, Leif, Itkin, Andrey, et al. · arXiv (Cornell University) · 1
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Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees
2025 · Rakhymzhan Kazbek, Aidana Abdukarimova · Computational Economics · 1
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On the Pricing and Optimal Exercise Boundary of American Options under the HJB Framework
2026 · Rakhymzhan Kazbek, Assel Abdilazim, et al. · New Mathematics and Natural Computation
Diagonal Frog meets ADI: trading matrix exponentials for rational maps in the Fokker--Planck equation
2026 · Itkin, Andrey, Kazbek, Rakhymzhan · arXiv (Cornell University)
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Valuing American options and Flexible Forwards contracts in time-dependent models
2026 · Leif B.G. Andersen, Andrey Itkin, et al. · SSRN Electronic Journal
The Two Faces of Risk in the Tragedy of the Commons: Risk Aversion, Price Uncertainty, and Strategic Resource Exploitation
2026 · Christian Oliver Ewald, Kevin Kamm, et al. · SSRN Electronic Journal
Diagonal Frog Meets ADI: Trading Matrix Exponentials for Rational Maps in the Fokker-Planck Equation
2026 · Andrey Itkin, Rakhymzhan Kazbek · SSRN Electronic Journal
A Finite Element Approach to the Valuation of Risk-Adjusted American Options
2025 · Rakhymzhan Kazbek, Yogi Erlangga, et al. · SSRN Electronic Journal
Pricing Convertible Bonds by Finite Element Method
2020 · Rakhymzhan Kazbek · Nazarbayev University Repository (Nazarbayev University)
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Works count: 12
Citation count: 15
H-index: 2
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