890 research outputs found

    Noncommutative Black Holes and the Singularity Problem

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    A phase-space noncommutativity in the context of a Kantowski-Sachs cosmological model is considered to study the interior of a Schwarzschild black hole. Due to the divergence of the probability of finding the black hole at the singularity from a canonical noncommutativity, one considers a non-canonical noncommutativity. It is shown that this more involved type of noncommutativity removes the problem of the singularity in a Schwarzschild black hole.Comment: Based on a talk by CB at ERE2010, Granada, Spain, 6th-10th September 201

    On the Integrability of the Bukhvostov-Lipatov Model

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    The integrability of the Bukhvostov-Lipatov four-fermion model is investigated. It is shown that the classical model possesses a current of Lorentz spin 3, conserved both in the bulk and on the half-line for specific types of boundary actions. It is then established that the conservation law is spoiled at the quantum level -- a fact that might indicate that the quantum Bukhvostov-Lipatov model is not integrable, contrary to what was previously believed.Comment: 11 pages, 1 figure, LaTeX2e, AMS; new references adde

    Three essays on price formation and liquidity in financial futures markets

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    This dissertation presents the results of three empirical studies on price formation and liquidity in financial futures markets. The research entails three related areas: the effect of taxes on the prices of Australian stock index futures; the efficiency of the information transmission mechanism between the cash and futures markets; and the price and liquidity impact of large trades in interest rate and equity index futures markets. An overview of previous research identifies some important gaps in the existing literature that this dissertation aims to resolve for the benefit of arbitrageurs, investment managers, brokers and regulators
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