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 16 1 2 11 30
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE 0 0 0 9 1 4 14 1,913
Option Pricing under different uncertainty regimes 0 0 0 0 0 0 3 218
Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results 0 0 0 0 0 0 7 428
Private information and the use of a so called 'information function' 0 0 0 0 0 0 0 100
Revealing the Implied Risk-neutral MGF with the Wavelet Method 0 0 1 10 0 1 10 43
The role of information in a two-traders market 0 0 0 6 0 0 3 17
Towards a formalization of a two traders market with information exchange 0 0 0 2 0 0 2 18
Using wavelets to approximate the risk-neutral MGF for options 0 0 0 0 2 4 8 276
Value versus price of an asset: is an expected utility representation possible? 0 0 0 0 0 0 2 323
Total Working Papers 0 0 1 43 4 11 60 3,366


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 0 0 6 21
An `ℏ-Brownian motion' and the existence of stochastic option prices 0 0 0 1 0 0 1 12
De-noising option prices with the wavelet method 0 0 0 18 0 0 2 63
Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? 0 0 0 115 1 1 7 440
Evidence of multifractality from CEE exchange rates against Euro 0 0 0 2 0 0 2 16
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 2 13
Fuzzy interval and semi-orders 0 0 0 6 0 1 2 29
Private Information and the ‘Information Function’: A Survey of Possible Uses 0 1 2 16 0 1 6 59
Revealing the implied risk-neutral MGF from options: The wavelet method 0 1 3 45 1 4 6 148
The role of information in a two-traders market 0 0 0 1 1 1 2 9
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 1 3 22 1 3 9 101
The wave-equivalent of the Black–Scholes option price: an interpretation 0 0 0 5 0 0 2 29
Total Journal Articles 0 3 8 233 4 11 47 940


Statistics updated 2021-01-03