Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 von Shiryaev, A. N., Zhitlukhin, M. V., Ziemba, W. T.

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On maximization of the expectation-to-deviation ratio of a random variable von Zhitlukhin, M. V.

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On a Diffusion Approximation of a Prediction Game von Zhitlukhin, M. V.

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A continuous-time asset market game with short-lived assets von Zhitlukhin, Mikhail

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Seminars, Conferences, Books von Zhitlukhin, M. V.

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On confidence intervals for Brownian motion changepoint times von Zhitlukhin, M. V., Muravlev, A. A., Shiryaev, A. N.

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Bayesian Disorder Problems on Filtered Probability Spaces von Zhitlukhin, M. V., Shiryaev, A. N.

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Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market von Zhitlukhin, M. V.

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Survival strategies in an evolutionary finance model with endogenous asset payoffs von Evstigneev, Igor, Tokaeva, A, Vanaei, Mohammad Javad, Zhitlukhin, M. V

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On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion von Zhitlukhin, M V, Muravlev, A A

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Survival strategies in an evolutionary finance model with endogenous asset payoffs von Evstigneev, I. V., Tokaeva, A. A., Vanaei, M. J., Zhitlukhin, M. V.

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The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion von Zhitlukhin, M. V., Muravlev, A. A., Shiryaev, A. N.

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On the existence of solutions of unbounded optimal stopping problems von Zhitlukhin, M. V., Shiryaev, A. N.

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Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment von Zhitlukhin, M. V., Shiryaev, A. N.

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A maximal inequality for skew Brownian motion von Zhitlukhin, Mikhail V

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When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model von Shiryaev, Albert N, Zhitlukhin, M. V, Ziemba, William T

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On the joint distribution of $ \sup(B_s-\mu s)$ and $ \inf(B_s-\nu s)$ for Brownian motion $ B_s von Zhitlukhin, Mikhail V

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On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem von Zhitlukhin, Mikhail V, Muravlev, Alexey A

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Exit strategies in bubble-like markets using a changepoint model von Zhitlukhin, M. V., Ziemba, W. T.

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Optimal stopping problems for a Brownian motion with a disorder on a finite interval von Shiryaev, A. N, Zhitlukhin, M. V

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