M. V. Zhitlukhin, “Optimal growth strategies in a stochastic market model with endogenous prices”, Teor. Veroyatnost. i Primenen., 69:2 (2024), 256–271
M. V. Zhitlukhin, “Optimal growth strategies in a stochastic market model with endogenous prices”, Theory Probab. Appl., 69:2 (2024), 205–216
M. V. Zhitlukhin, A. A. Tokaeva, “Martingale methods in problems of existence of survival strategies”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 653–667
I. V. Evstigneev, A. A. Tokaeva, M. J. Vanaei, M. V. Zhitlukhin, “Survival strategies in an evolutionary finance model with endogenous asset payoffs”, Ann. Oper. Res., 2023, 1–21
Mikhail Zhitlukhin, “Capital growth and survival strategies in a market with endogenous prices”, SIAM J. Financ. Math., 14:3 (2023), 812–837
Mikhail Zhitlukhin, “Asymptotic minimization of expected time to reach a large wealth level in an asset market game”, Stochastics, 95:1 (2023), 67–78
Mikhail Zhitlukhin, “A continuous-time asset market game with short-lived assets”, Finance Stoch., 26 (2022), 587–630
Mikhail Zhitlukhin, “Survival investment strategies in a continuous-time market model with competition”, Int. J. Theor. Appl. Finance, 24:1 (2021), 2150001–24