Details about Emmanuel Haven

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Short-id: pha428

Working Papers

2006

1. Private information and the use of a so called 'information function'
   Computing in Economics and Finance 2006, Society for Computational Economics
2. Using wavelets to approximate the risk-neutral MGF for options
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

3. Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE
   Computing in Economics and Finance 2005, Society for Computational Economics
4. Value versus price of an asset: is an expected utility representation possible?
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

5. Option Pricing under different uncertainty regimes
   Computing in Economics and Finance 2004, Society for Computational Economics

2002

6. Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results
   Computing in Economics and Finance 2002, Society for Computational Economics

Journal Articles

2002

1. Fuzzy interval and semi-orders
   European Journal of Operational Research, 2002, 139, (2), 302-316