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Revealing the implied risk-neutral MGF from options : the wavelet method
Haven, Emmanuel E.; Liu, Xiaoquan; Ma, Chenghu; Ma, Chenghu - In: Journal of economic dynamics & control 33 (2009) 3, pp. 692-709
Persistent link: https://www.econbiz.de/10003817991
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Wavelet-based option pricing : an empirical study
Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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The use of revealed preference in a fuzzy setting, some preliminary results
Haven, Emmanuel E. - In: Fuzzy economic review : the review of the International … 1 (1996) 2, pp. 55-73
Persistent link: https://www.econbiz.de/10001779051
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Preliminary aspects on the development of a choice method for determining a best fitting case dependent fuzzy transitivity definition
Haven, Emmanuel E. - In: Fuzzy economic review : the review of the International … 3 (1998) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10001779667
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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
Stradi-Granados, Benito A.; Haven, Emmanuel E. - In: European journal of operational research : EJOR 203 (2010) 1, pp. 222-229
Persistent link: https://www.econbiz.de/10003928214
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The optimal hedge ratio in option pricing : the case of exponentially truncated Lévy stable distribution
Busca, Gigel; Haven, Emmanuel E.; Jovanovic, Franck; … - In: Theoretical economics letters 4 (2014) 9, pp. 760-766
Persistent link: https://www.econbiz.de/10010531252
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The Palgrave handbook of quantum models in social science : applications and grand challenges
Haven, Emmanuel E. (ed.); Khrennikov, Andrei (ed.) - 2017
Persistent link: https://www.econbiz.de/10011503525
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The handbook of post crisis financial modelling
Haven, Emmanuel E. (ed.); Molyneux, Philip (ed.);  … - 2016
"The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can...
Persistent link: https://www.econbiz.de/10011413915
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Optimal investment strategy via interval arithmetic
Stradi, Benito; Haven, Emmanuel E. - In: International journal of theoretical and applied finance 8 (2005) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10002679524
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A generalized probability framework to model economic agents' decisions under uncertainty
Haven, Emmanuel E.; Sozzo, Sandro - In: International review of financial analysis 47 (2016), pp. 297-303
Persistent link: https://www.econbiz.de/10011624198