М. В. Житлухин, “Стратегии оптимального роста в стохастической модели рынка с эндогенными ценами”, Теория вероятн. и ее примен., 69:2 (2024), 256–271 [M. V. Zhitlukhin, “Optimal growth strategies in a stochastic market model with endogenous prices”, Teor. Veroyatnost. i Primenen., 69:2 (2024), 256–271 ]
М. В. Житлухин, “Стратегии оптимального роста в стохастической модели рынка с эндогенными ценами”, Теория вероятн. и ее примен., 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
М. В. Житлухин, А. А. Токаева, “Мартингальные методы в задаче о существовании выживающих стратегий”, Теория вероятн. и ее примен., 69:4 (2024), 653–667 [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