5 papers
D-Brane Dynamics in Constant Ramond-Ramond Potentials, S-Duality and Noncommutative Geometry
Lorenzo Cornalba, Miguel S. Costa, Ricardo Schiappa
We study the physics of D-branes in the presence of constant Ramond-Ramond potentials. In the string field theory context, we first develop a general formalism to analyze open stri…
Option Pricing and Hedging with Temporal Correlations
Lorenzo Cornalba, Jean-Philippe Bouchaud, Marc Potters
We consider the problem of option pricing and hedging when stock returns are correlated in time. Within a quadratic-risk minimisation scheme, we obtain a general formula, valid for…
On the General Structure of the Non-Abelian Born-Infeld Action
L. Cornalba
We discuss the general structure of the non-abelian Born-Infeld action, together with all of the alpha-prime derivative corrections, in flat D-dimensional space-time. More specific…
D-brane Physics and Noncommutative Yang-Mills Theory
L. Cornalba
We discuss the physics of a single Dp-brane in the presence of a background electromagnetic field B_{ij}. It has recently been shown \cite{SW} that, in a specific α' \to 0 limit, t…
Matrix Theory Star Products from the Born-Infeld Action
Lorenzo Cornalba, Ricardo Schiappa
We conjecture that the Sen-Seiberg limit of the Type IIA D2-brane action in a flat spacetime background can be resummed, at all orders in α', to define an associative star product…