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Kirill Ilinski

This is information that was supplied by Kirill Ilinski in registering through RePEc. If you are Kirill Ilinski, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name:Kirill
Middle Name:
Last Name:Ilinski
RePEc Short-ID:pil1
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  1. Kirill Ilinski, 1999. "How to account for virtual arbitrage in the standard derivative pricing," Finance 9902002, EconWPA.
  2. Kirill Ilinski & Alexander Stepanenko, 1999. "Derivative pricing with virtual arbitrage," Papers cond-mat/9902046,
  3. Kirill Ilinski, 1999. "Critical Crashes?," Papers cond-mat/9903142,
  4. Alexandra Ilinskaia & Kirill Ilinski, 1999. "How to reconcile Market Efficiency and Technical Analysis," Papers cond-mat/9902044,
  5. Kirill Ilinski, 1999. "Virtual Arbitrage Pricing Theory," Finance 9902001, EconWPA.
  6. Kirill Ilinski & Alexander Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Finance 9805007, EconWPA.
  7. Kirill N Ilinski, 1998. "Gauge Physics of Finance: simple introduction," Papers cond-mat/9811197,
  8. Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148,
  9. Kirill Ilinski & Gleb Kalinin, 1997. "Black-Scholes equation from Gauge Theory of Arbitrage," Papers hep-th/9712034,, revised Oct 1998.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 1999-02-15
  2. NEP-FMK: Financial Markets (1) 1998-10-08
  3. NEP-IFN: International Finance (1) 1998-10-02

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