Access Statistics for Emmanuel Haven

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	2	2	38
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the SchrÃ¶dinger PDE	0	0	0	9	0	1	3	1,935
Option Pricing under different uncertainty regimes	0	0	0	0	0	0	1	222
Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results	0	0	0	0	1	2	4	438
Private information and the use of a so called 'information function'	0	0	0	0	0	0	0	112
Revealing the Implied Risk-neutral MGF with the Wavelet Method	0	0	0	12	1	1	1	58
The role of information in a two-traders market	0	0	0	6	0	0	0	19
Towards a formalization of a two traders market with information exchange	0	0	0	2	1	2	2	24
Using wavelets to approximate the risk-neutral MGF for options	0	0	0	0	0	1	1	287
Value versus price of an asset: is an expected utility representation possible?	0	0	0	0	0	0	1	331
Total Working Papers	0	0	0	48	3	9	15	3,464

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	27
An `ℏ-Brownian motion' and the existence of stochastic option prices	0	0	0	2	0	2	3	16
De-noising option prices with the wavelet method	0	2	4	32	1	3	7	109
Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?	0	0	0	123	0	0	2	455
Evidence of multifractality from CEE exchange rates against Euro	0	0	0	3	0	0	1	24
First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics	0	0	0	0	0	3	3	16
Fuzzy interval and semi-orders	0	0	0	6	1	2	2	35
Private Information and the ‘Information Function’: A Survey of Possible Uses	0	0	0	16	2	2	2	64
Revealing the implied risk-neutral MGF from options: The wavelet method	0	0	0	47	1	1	5	162
The role of information in a two-traders market	0	0	0	1	1	1	1	12
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	0	1	2	109
The wave-equivalent of the Black–Scholes option price: an interpretation	0	0	0	7	1	1	1	37
Total Journal Articles	0	2	5	262	7	16	31	1,066

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Statistics updated 2025-12-06