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 8 10 46
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE 0 0 0 9 4 7 8 1,942
Option Pricing under different uncertainty regimes 0 0 0 0 1 4 4 226
Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results 0 0 0 0 1 4 7 442
Private information and the use of a so called 'information function' 0 0 0 0 1 4 4 116
Revealing the Implied Risk-neutral MGF with the Wavelet Method 0 0 0 12 0 4 5 62
The role of information in a two-traders market 0 0 0 6 0 5 5 24
Towards a formalization of a two traders market with information exchange 0 0 0 2 1 13 15 37
Using wavelets to approximate the risk-neutral MGF for options 0 0 0 0 4 12 13 299
Value versus price of an asset: is an expected utility representation possible? 0 0 0 0 2 6 7 337
Total Working Papers 0 0 0 48 16 67 78 3,531

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 4 5 31
An `ℏ-Brownian motion' and the existence of stochastic option prices 0 0 0 2 0 6 8 22
De-noising option prices with the wavelet method 0 1 4 33 0 6 11 115
Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? 0 1 1 124 2 5 5 460
Evidence of multifractality from CEE exchange rates against Euro 0 0 0 3 2 4 4 28
First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics 0 0 0 0 0 2 5 18
Fuzzy interval and semi-orders 0 0 0 6 0 3 5 38
Private Information and the ‘Information Function’: A Survey of Possible Uses 0 0 0 16 0 1 3 65
Revealing the implied risk-neutral MGF from options: The wavelet method 0 0 0 47 3 3 7 165
The role of information in a two-traders market 0 0 0 1 1 1 2 13
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 1 3 5 112
The wave-equivalent of the Black–Scholes option price: an interpretation 0 0 0 7 0 2 3 39
Total Journal Articles 0 2 6 264 9 40 63 1,106

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04