Yaroslav Drokin, Mikhail Zhitlukhin, “Relative growth optimal strategies in an asset market game”, Ann. Finance, 16 (2020), 529–546
Mikhail Zhitlukhin, “Survival investment strategies in a continuous-time market model with competition”, Int. J. Theor. Appl. Finance, 24:1 (2021), 2150001, 24 pp.
Mikhail Zhitlukhin, “A continuous-time asset market game with short-lived assets”, Finance Stoch., 26 (2022), 587–630, arXiv: 2008.13230
Mikhail Zhitlukhin, “Asymptotic minimization of expected time to reach a large wealth level in an asset market game”, Stochastics, 2022, 1–12, arXiv: 2007.04909
