14 citations · 41 across the 8 of their papers we have counts for
8 papers
Derivative pricing with virtual arbitrage
Kirill Ilinski, Alexander Stepanenko
In this paper we derive an effective equation for derivative pricing which accounts for the presence of virtual arbitrage opportunities and their elimination by the market. We mode…
Electrodynamical model of quasi-efficient financial market
Kirill N. Ilinski, Alexander S. Stepanenko
The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficie…
Comment on ``Equal-time temperature correlators of the one-dimensional Heisenberg XY chain'', preprint solv-int/9710028
Kirill Ilinski, Alexander Stepanenko
In the comment we give references to our papers where the problem was solved for more general case of time-dependent finite temperature correlators.
q-Functional Field Theory for particles with exotic statistics
K. N. Ilinski, G. V. Kalinin, A. S. Stepanenko
In the paper we give consecutive description of functional methods of quantum field theory for systems of interacting q-particles. These particles obey exotic statistics and appear…
q-Functional Wick's theorems for particles with exotic statistics
K. N. Ilinski, G. V. Kalinin, A. S. Stepanenko
In the paper we begin a description of functional methods of quantum field theory for systems of interacting q-particles. These particles obey exotic statistics and are the q-gener…
Hydrodynamics of a Bose condensate: beyond the mean field approximation (II)
K. N. Ilinski, A. S. Stepanenko
Self-consistent hydrodynamic one-loop quantum corrections to the Gross-Pitaevskii equation due to the interaction of the condensate with collective excitations are calculated. It i…