Emmanuel Haven : Citation Profile


Are you Emmanuel Haven?

Leicester University

4

H index

2

i10 index

75

Citations

RESEARCH PRODUCTION:

12

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 5
   Journals where Emmanuel Haven has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 5 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha428
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Haven.

Is cited by:

JAWADI, Fredj (5)

Ftiti, Zied (5)

Barnett, William (5)

Krehlik, Tomas (3)

Shahzad, Syed Jawad Hussain (3)

Baruník, Jozef (3)

Vacha, Lukas (3)

cotter, john (2)

Conlon, Thomas (2)

Gradojevic, Nikola (2)

Sun, Edward (2)

Cites to:

Sladkowski, Jan (15)

Piotrowski, Edward (15)

Gilboa, Itzhak (6)

Calvet, Laurent (5)

Fisher, Adlai (5)

Scholes, Myron (5)

Lambert-Mogiliansky, Ariane (4)

Davidson, Russell (3)

Gilli, Manfred (3)

Pauletto, Giorgio (3)

Danilov, Vladimir (3)

Main data


Where Emmanuel Haven has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
European Journal of Operational Research3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Emmanuel Haven (2024 and 2023)


YearTitle of citing document
2023A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3.

Full description at Econpapers || Download paper

Works by Emmanuel Haven:


YearTitleTypeCited
2014The role of information in a two-traders market In: Papers.
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paper1
2014The role of information in a two-traders market.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2014Towards a formalization of a two traders market with information exchange In: Papers.
[Full Text][Citation analysis]
paper1
2015A Generalized Probability Framework to Model Economic Agents Decisions Under Uncertainty In: Papers.
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paper3
2016A generalized probability framework to model economic agents decisions under uncertainty.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2009Revealing the implied risk-neutral MGF from options: The wavelet method In: Journal of Economic Dynamics and Control.
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article7
2002Fuzzy interval and semi-orders In: European Journal of Operational Research.
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article0
2010The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method In: European Journal of Operational Research.
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article0
2012De-noising option prices with the wavelet method In: European Journal of Operational Research.
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article35
2004The wave-equivalent of the Black–Scholes option price: an interpretation In: Physica A: Statistical Mechanics and its Applications.
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article3
2004An `?-Brownian motion and the existence of stochastic option prices In: Physica A: Statistical Mechanics and its Applications.
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article2
2015Evidence of multifractality from CEE exchange rates against Euro In: Physica A: Statistical Mechanics and its Applications.
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article12
2016First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics In: Physica A: Statistical Mechanics and its Applications.
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article6
2008Private Information and the ‘Information Function’: A Survey of Possible Uses In: Theory and Decision.
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article4
2008Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? In: Journal for Economic Forecasting.
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article1
2002Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results In: Computing in Economics and Finance 2002.
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paper0
2004Option Pricing under different uncertainty regimes In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2005Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2005Value versus price of an asset: is an expected utility representation possible? In: Computing in Economics and Finance 2005.
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paper0
2006Private information and the use of a so called information function In: Computing in Economics and Finance 2006.
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paper0
2006Using wavelets to approximate the risk-neutral MGF for options In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2013Revealing the Implied Risk-neutral MGF with the Wavelet Method In: Working Papers.
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paper0

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