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Information about:
Emmanuel Haven

Personal Details | Affiliation | Works
This is information that was supplied by Emmanuel Haven in registering through RePEc. If you are Emmanuel Haven , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Emmanuel
Middle Name:
Last Name: Haven
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RePEc Short-ID: pha428

Email: [This author has chosen not to make the email address public]
Homepage: http://www.le.ac.uk/ulmc/academics/ehaven.html
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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Liya Shen & Emmanuel Haven, 2006. "Using wavelets to approximate the risk-neutral MGF for options," Computing in Economics and Finance 2006 526, Society for Computational Economics.

  2. Emmanuel Haven, 2006. "Private information and the use of a so called 'information function'," Computing in Economics and Finance 2006 113, Society for Computational Economics.

  3. Haven E, 2005. "Value versus price of an asset: is an expected utility representation possible?," Computing in Economics and Finance 2005 245, Society for Computational Economics.

  4. Haven & Emmanuel, 2005. "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 243, Society for Computational Economics.

  5. Haven Emmanuel, 2004. "Option Pricing under different uncertainty regimes," Computing in Economics and Finance 2004 159, Society for Computational Economics.

  6. Emmanuel Haven, 2002. "Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results," Computing in Economics and Finance 2002 149, Society for Computational Economics.

Articles

  1. Haven, Emmanuel, 2002. "Fuzzy interval and semi-orders," European Journal of Operational Research, Elsevier, vol. 139(2), pages 302-316, June. [Downloadable!] (restricted)

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This page was last updated on 2009-12-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.