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	2	6	8	44
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the SchrÃ¶dinger PDE	0	0	0	9	3	3	6	1,938
Option Pricing under different uncertainty regimes	0	0	0	0	1	3	3	225
Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results	0	0	0	0	2	4	6	441
Private information and the use of a so called 'information function'	0	0	0	0	3	3	3	115
Revealing the Implied Risk-neutral MGF with the Wavelet Method	0	0	0	12	3	5	5	62
The role of information in a two-traders market	0	0	0	6	3	5	5	24
Towards a formalization of a two traders market with information exchange	0	0	0	2	4	13	14	36
Using wavelets to approximate the risk-neutral MGF for options	0	0	0	0	7	8	9	295
Value versus price of an asset: is an expected utility representation possible?	0	0	0	0	3	4	5	335
Total Working Papers	0	0	0	48	31	54	64	3,515

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	3	4	5	31
An `ℏ-Brownian motion' and the existence of stochastic option prices	0	0	0	2	3	6	9	22
De-noising option prices with the wavelet method	1	1	4	33	5	7	12	115
Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?	0	1	1	124	1	3	5	458
Evidence of multifractality from CEE exchange rates against Euro	0	0	0	3	2	2	2	26
First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics	0	0	0	0	2	2	5	18
Fuzzy interval and semi-orders	0	0	0	6	3	4	5	38
Private Information and the ‘Information Function’: A Survey of Possible Uses	0	0	0	16	1	3	3	65
Revealing the implied risk-neutral MGF from options: The wavelet method	0	0	0	47	0	1	5	162
The role of information in a two-traders market	0	0	0	1	0	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	2	2	4	111
The wave-equivalent of the Black–Scholes option price: an interpretation	0	0	0	7	1	3	3	39
Total Journal Articles	1	2	6	264	23	38	59	1,097

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Statistics updated 2026-02-12