Access Statistics for Emmanuel Haven

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty 0 0 0 19 2 4 12 48
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE 0 0 0 9 4 10 14 1,948
Option Pricing under different uncertainty regimes 0 0 0 0 3 4 7 229
Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results 0 0 0 0 1 4 10 445
Private information and the use of a so called 'information function' 0 0 0 0 0 1 4 116
Revealing the Implied Risk-neutral MGF with the Wavelet Method 0 0 0 12 2 2 7 64
The role of information in a two-traders market 0 0 0 6 0 0 5 24
Towards a formalization of a two traders market with information exchange 0 0 0 2 2 3 17 39
Using wavelets to approximate the risk-neutral MGF for options 0 0 0 0 2 6 15 301
Value versus price of an asset: is an expected utility representation possible? 0 0 0 0 0 2 6 337
Total Working Papers 0 0 0 48 16 36 97 3,551

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A generalized probability framework to model economic agents' decisions under uncertainty 0 0 0 2 1 2 7 33
An `ℏ-Brownian motion' and the existence of stochastic option prices 0 0 0 2 2 2 10 24
De-noising option prices with the wavelet method 0 0 4 33 1 3 14 118
Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? 0 0 1 124 2 4 7 462
Evidence of multifractality from CEE exchange rates against Euro 0 0 0 3 2 4 6 30
First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics 0 0 0 0 0 0 5 18
Fuzzy interval and semi-orders 0 0 0 6 1 1 6 39
Private Information and the ‘Information Function’: A Survey of Possible Uses 0 0 0 16 0 0 3 65
Revealing the implied risk-neutral MGF from options: The wavelet method 0 0 0 47 1 5 9 167
The role of information in a two-traders market 0 0 0 1 3 4 5 16
The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method 0 0 1 23 3 4 8 115
The wave-equivalent of the Black–Scholes option price: an interpretation 0 0 0 7 1 1 4 40
Total Journal Articles 0 0 6 264 17 30 84 1,127

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Statistics updated 2026-05-06