Kirill Ilinski : Citation Profile


Are you Kirill Ilinski?

3

H index

1

i10 index

89

Citations

RESEARCH PRODUCTION:

12

Papers

RESEARCH ACTIVITY:

   2 years (1997 - 1999). See details.
   Cites by year: 44
   Journals where Kirill Ilinski has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (3.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pil1
   Updated: 2021-02-20    RAS profile: 2009-10-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kirill Ilinski.

Is cited by:

Villena, Marcelo (5)

Ledenyov, Viktor (2)

Haven, Emmanuel (2)

Ledenyov, Dimitri (2)

Los, Cornelis (1)

Vizcaíno-González, Marcos (1)

Zhang, Junhuan (1)

Villena, Mauricio (1)

Ledoit, Olivier (1)

Cites to:

Main data


Where Kirill Ilinski has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org9
Finance / University Library of Munich, Germany3

Recent works citing Kirill Ilinski (2021 and 2020)


YearTitle of citing document
2020Credit Risk in a Geometric Arbitrage Perspective. (2015). Farinelli, Simone . In: Papers. RePEc:arx:papers:1406.6805.

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2020Geometric Arbitrage and Spectral Theory. (2015). Farinelli, Simone . In: Papers. RePEc:arx:papers:1509.03264.

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2020The Black-Scholes Equation in Presence of Arbitrage. (2019). Takada, Hideyuki ; Farinelli, Simone. In: Papers. RePEc:arx:papers:1904.11565.

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2021When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View. (2019). Takada, Hideyuki ; Farinelli, Simone. In: Papers. RePEc:arx:papers:1906.07164.

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2020Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model. (2020). Contreras, Mauricio. In: Papers. RePEc:arx:papers:2009.09329.

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2020An Application of Diracs Interaction Picture to Option Pricing. (2020). Contreras, Mauricio. In: Papers. RePEc:arx:papers:2010.06747.

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2020Diffusion entropy analysis and random matrix analysis of the Indian stock market. (2020). Kumar, Sunil. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305872.

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2020Nonlinear Scaling Behavior of Visible Volatility Duration for Financial Statistical Physics Dynamics. (2020). Zhang, B ; Wang, G C. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09938-3.

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2020Resonance phenomena in option pricing with arbitrage. (2020). Contreras, M ; Villena, M ; Pea, J P ; Echeverria, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119318187.

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2020Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump. (2020). Wang, Jun ; Ke, Jinchuan ; Jia, Linlu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319545.

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Works by Kirill Ilinski:


YearTitleTypeCited
1998Electrodynamical model of quasi-efficient financial market In: Papers.
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paper1
1998Electrodynamical model of quasi-efficient financial market.(1998) In: Finance.
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This paper has another version. Agregated cites: 1
paper
1998Gauge Physics of Finance: simple introduction In: Papers.
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paper0
1999How to reconcile Market Efficiency and Technical Analysis In: Papers.
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paper0
1999Virtual Arbitrage Pricing Theory In: Papers.
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paper0
1999Virtual Arbitrage Pricing Theory.(1999) In: Finance.
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This paper has another version. Agregated cites: 0
paper
1999Derivative pricing with virtual arbitrage In: Papers.
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paper5
1999How to account for virtual arbitrage in the standard derivative pricing In: Papers.
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paper6
1999How to account for virtual arbitrage in the standard derivative pricing.(1999) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1999Critical Crashes? In: Papers.
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paper2
1997Physics of Finance In: Papers.
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paper74
1998Black-Scholes equation from Gauge Theory of Arbitrage In: Papers.
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paper1

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