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Крицкий Олег Леонидович
Кандидат физико-математических наук

Отделение математики и математической физики, Доцент

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• Detecting informed activities in European-style option tradings
Working paper sent to Economics Letters
• Finding informed traders in futures and their underlying assets in intraday trading
Working paper sent to Physica A
• Asymptotics for Greeks under the constant elasticity of variance model
Working paper sent to Journal of Mathematical Analysis and Applications
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