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Emmanuel Haven


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

Personal Details

First Name: Emmanuel
Middle Name:
Last Name: Haven

RePEc Short-ID: pha428

Email: [This author has chosen not to make the email address public]
Postal Address:


School of Management
Leicester University
Location: Leicester, United Kingdom
Postal: University Road, Leicester, LE1 7RH
Handle: RePEc:edi:smleiuk (more details at EDIRC)


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Working papers

  1. Liya Shen & Emmanuel Haven, 2006. "Using wavelets to approximate the risk-neutral MGF for options," Computing in Economics and Finance 2006, Society for Computational Economics 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, Society for Computational Economics 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, Society for Computational Economics 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, Society for Computational Economics 243, Society for Computational Economics.
  5. Haven Emmanuel, 2004. "Option Pricing under different uncertainty regimes," Computing in Economics and Finance 2004, Society for Computational Economics 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, Society for Computational Economics 149, Society for Computational Economics.


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


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