54 citations · 118 across the 13 of their papers we have counts for
13 papers
Analytic Pricing of Bermudan Swaptions with Few Exercise Dates
Emiliano Papa
In this paper, we consider pricing a Bermudan swaption with a small number of exercise dates. We begin with the case of two exercise dates. In this limit, we show that the Bermudan…
Interedge coherent line junctions in Quantum Hall systems
Emiliano Papa
In this paper we address some of the properties of quantum Hall line junctions (QHLJ) that occur near barriers separating electron gases on quantum Hall plateaus.In narrow barriers…
Electrostatics of Edge States of Quantum Hall Systems with Constrictions: Metal--Insulator Transition Tuned by External Gates
Emiliano Papa, Tilo Stroh
The nature of a metal--insulator transition tuned by external gates in quantum Hall (QH) systems with point constrictions at integer bulk filling, as reported in recent experiments…
Metal-Insulator Transition Tuned by External Gates in Hall Systems with Constrictions
Emiliano Papa, Tilo Stroh
The nature of a metal-insulator transition tuned by external gates in quantum Hall (QH) systems with point constrictions, as reported in recent experiments of Roddaro et al [1], is…
Edge Magnetoplasmons in Quantum Hall Line Junction Systems
Wei-Cheng Lee, N. A. Sinitsyn, Emiliano Papa +1
A quantum Hall line junction system consists of a one-dimensional Luttinger liquid (LL) and two chiral channels that allow density waves incident upon and reflected by the LL to be…
Edge State Tunneling in a Split Hall Bar Model
Emiliano Papa, Allan H. Macdonald
In this paper we introduce and study the correlation functions of a chiral one-dimensional electron model intended to qualitatively represent narrow Hall bars separated into left a…