First Name: Kirill
Last Name: Ilinski
RePEc Short-ID: pil1
- Alexandra Ilinskaia & Kirill Ilinski, 1999. "How to reconcile Market Efficiency and Technical Analysis," Papers cond-mat/9902044, arXiv.org.
- Kirill Ilinski, 1999. "Critical Crashes?," Papers cond-mat/9903142, arXiv.org.
- Kirill Ilinski, 1999.
"How to account for virtual arbitrage in the standard derivative pricing,"
- Kirill Ilinski, 1999. "How to account for virtual arbitrage in the standard derivative pricing," Papers cond-mat/9902047, arXiv.org.
- Kirill Ilinski, 1999. "Virtual Arbitrage Pricing Theory," Finance 9902001, EconWPA.
- Kirill Ilinski & Alexander Stepanenko, 1999. "Derivative pricing with virtual arbitrage," Papers cond-mat/9902046, arXiv.org.
- Kirill Ilinski & Alexander Stepanenko, 1998.
"Electrodynamical model of quasi-efficient financial market,"
- Kirill N. Ilinski & Alexander S. Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Papers cond-mat/9806138, arXiv.org.
- Kirill N Ilinski, 1998. "Gauge Physics of Finance: simple introduction," Papers cond-mat/9811197, arXiv.org.
- Kirill Ilinski & Gleb Kalinin, 1997. "Black-Scholes equation from Gauge Theory of Arbitrage," Papers hep-th/9712034, arXiv.org, revised Oct 1998.
- Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
NEP Fields3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CFN: Corporate Finance (1) 1999-02-15. Author is listed
- NEP-FMK: Financial Markets (1) 1998-10-08. Author is listed
- NEP-IFN: International Finance (1) 1998-10-02. Author is listed
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