6 papers
Black-Scholes equation from Gauge Theory of Arbitrage
Kirill Ilinski, Gleb Kalinin
We apply Gauge Theory of Arbitrage (GTA) {hep-th/9710148} to derivative pricing. We show how the standard results of Black-Scholes analysis appear from GTA and derive correction to…
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…
New index formulas as a meromorphic generalization of the Chern-Gauss-Bonnet theorem
N. V. Borisov, Kirill Ilinski, Gleb Kalinin
Laplace operators perturbed by meromorphic potential on the Riemann and separated type Klein surfaces are constructed and their indices are calculated by two different ways. The to…
Exact results on linear response of cyclic molecular aggregates
A. V. Ilinskaia, K. N. Ilinski, G. V. Kalinin +2
Basing on the picture of Frenkel excitons in molecular crystals described by the XY-model we consider the linear response of linear cyclic aggregates at finite temperature. The exa…
Exchange statistics in 1D: from the viewpoint of exact solution
Ilinski, G. V. Kalinin, V. S. Kapitonov
We show that the exchange statistics have consequences in 1D systems with compact topology, contrary to the common opinion that exchange statistics is arbitrary in 1D. As examples…