28 citations · 37 across the 5 of their papers we have counts for
6 papers
Signal-wise performance attribution for constrained portfolio optimisation
Bruno Durin
Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the contex…
Time-dependent configurations in the perturbative formalism of string theory
Bruno Durin
In this thesis time-dependent configurations are studied in the formalism of first-quantized string. These configurations are exact: solutions of the corresponding two-dimensional…
Aspects of Dirichlet S-branes
Bruno Durin, Boris Pioline
In this note, we discuss some features of the Dirichlet S-brane, defined as a Dirichlet boundary condition on a time-like embedding coordinate of open strings. We analyze the Eucli…
Closed strings in Misner space: a toy model for a Big Bounce ?
Bruno Durin, Boris Pioline
Misner space, also known as the Lorentzian orbifold , is one of the simplest examples of a cosmological singularity in string theory. In this lecture, we review the…
Closed Strings in Misner Space: Stringy Fuzziness with a Twist
M. Berkooz, B. Durin, B. Pioline +1
Misner space, also known as the Lorentzian orbifold , is the simplest tree-level solution of string theory with a cosmological singularity. We compute tree-level sca…
Open strings in relativistic ion traps
B. Durin, B. Pioline
Electromagnetic plane waves provide examples of time-dependent open string backgrounds free of corrections. The solvable case of open strings in a quadrupolar wave front, anal…