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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
Suffix:
RePEc Short-ID:pha428
[This author has chosen not to make the email address public]
http://www.le.ac.uk/ulmc/academics/ehaven.html
Leicester, United Kingdom
http://www.le.ac.uk/ulmc/

:

University Road, Leicester, LE1 7RH
RePEc:edi:smleiuk (more details at EDIRC)
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  1. Emmanuel Haven & Sandro Sozzo, 2015. "A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty," Papers 1511.06734, arXiv.org.
  2. F. Bagarello & E. Haven, 2014. "The role of information in a two-traders market," Papers 1402.6204, arXiv.org.
  3. F. Bagarello & E. Haven, 2014. "Towards a formalization of a two traders market with information exchange," Papers 1412.8725, arXiv.org.
  4. Emmanuel Haven & Xiaoquan Liu & Chenghu Ma & Liya Shen, 2013. "Revealing the Implied Risk-neutral MGF with the Wavelet Method," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Haven Emmanuel, 2004. "Option Pricing under different uncertainty regimes," Computing in Economics and Finance 2004 159, Society for Computational Economics.
  10. 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.
  1. Haven, Emmanuel & Sozzo, Sandro, 2016. "A generalized probability framework to model economic agents' decisions under uncertainty," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 297-303.
  2. Bagarello, F. & Haven, E., 2016. "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, Elsevier, vol. 444(C), pages 403-414.
  3. Caraiani, Petre & Haven, Emmanuel, 2015. "Evidence of multifractality from CEE exchange rates against Euro," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 395-407.
  4. Bagarello, F. & Haven, E., 2014. "The role of information in a two-traders market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 404(C), pages 224-233.
  5. Haven, Emmanuel & Liu, Xiaoquan & Shen, Liya, 2012. "De-noising option prices with the wavelet method," European Journal of Operational Research, Elsevier, vol. 222(1), pages 104-112.
  6. Stradi-Granados, Benito A. & Haven, Emmanuel, 2010. "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, Elsevier, vol. 203(1), pages 222-229, May.
  7. Haven, Emmanuel & Liu, Xiaoquan & Ma, Chenghu & Shen, Liya, 2009. "Revealing the implied risk-neutral MGF from options: The wavelet method," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 692-709, March.
  8. Haven, Emmanuel, 2008. "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 41-58, March.
  9. Emmanuel Haven, 2008. "Private Information and the ‘Information Function’: A Survey of Possible Uses," Theory and Decision, Springer, vol. 64(2), pages 193-228, March.
  10. Benito Stradi & Emmanuel Haven, 2005. "Optimal Investment Strategy Via Interval Arithmetic," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 185-206.
  11. Haven, Emmanuel, 2004. "An `ℏ-Brownian motion' and the existence of stochastic option prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 152-155.
  12. Haven, Emmanuel, 2004. "The wave-equivalent of the Black–Scholes option price: an interpretation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 142-145.
  13. Haven, Emmanuel, 2002. "Fuzzy interval and semi-orders," European Journal of Operational Research, Elsevier, vol. 139(2), pages 302-316, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2014-05-09. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (1) 2015-12-01. Author is listed

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