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Shiryaev, Albert N., Zhitlukhin, Mikhail N. and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. Systemic Risk Centre Discussion Papers (20). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Shiryaev, Albert N., Zhitlukhin, M. V. and Ziemba, William T. (2013) When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model. Systemic Risk Centre Discussion Papers (5). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Gapeev, Pavel V. and Shiryaev, Albert N. (2011) On the sequential testing problem for some diffusion processes. Stochastics: an International Journal of Probability and Stochastic Processes, 83 (4-6). pp. 519-535. ISSN 1744-2508
