Details about Emmanuel Haven

Access statistics for papers by Emmanuel Haven.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pha428

Working Papers

2015

1. A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty
   Papers, arXiv.org
   See also Journal Article A generalized probability framework to model economic agents' decisions under uncertainty, International Review of Financial Analysis, Elsevier (2016) View citations (3) (2016)

2014

2. The role of information in a two-traders market
   Papers, arXiv.org View citations (3)
   See also Journal Article The role of information in a two-traders market, Physica A: Statistical Mechanics and its Applications, Elsevier (2014) View citations (4) (2014)
3. Towards a formalization of a two traders market with information exchange
   Papers, arXiv.org View citations (1)

2013

4. Revealing the Implied Risk-neutral MGF with the Wavelet Method
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

2006

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

2005

7. 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
8. Value versus price of an asset: is an expected utility representation possible?
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

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

2002

10. 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

2016

1. A generalized probability framework to model economic agents' decisions under uncertainty
   International Review of Financial Analysis, 2016, 47, (C), 297-303 View citations (3)
   See also Working Paper A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty, Papers (2015) (2015)
2. First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics
   Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 403-414 View citations (6)

2015

3. Evidence of multifractality from CEE exchange rates against Euro
   Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 395-407 View citations (12)

2014

4. The role of information in a two-traders market
   Physica A: Statistical Mechanics and its Applications, 2014, 404, (C), 224-233 View citations (4)
   See also Working Paper The role of information in a two-traders market, Papers (2014) View citations (3) (2014)

2012

5. De-noising option prices with the wavelet method
   European Journal of Operational Research, 2012, 222, (1), 104-112 View citations (36)

2010

6. 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
   European Journal of Operational Research, 2010, 203, (1), 222-229

2009

7. Revealing the implied risk-neutral MGF from options: The wavelet method
   Journal of Economic Dynamics and Control, 2009, 33, (3), 692-709 View citations (8)

2008

8. Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?
   Journal for Economic Forecasting, 2008, 5, (1), 41-58 View citations (1)
9. Private Information and the ‘Information Function’: A Survey of Possible Uses
   Theory and Decision, 2008, 64, (2), 193-228 View citations (5)

2004

10. An `ℏ-Brownian motion' and the existence of stochastic option prices
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 152-155 View citations (2)
11. The wave-equivalent of the Black–Scholes option price: an interpretation
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 142-145 View citations (3)

2002

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