Maria Letizia Guerra
Names
| first: |
Maria |
| middle: |
Letizia |
| last: |
Guerra |
Identifer
Contact
Affiliations
-
Alma Mater Studiorum - Università di Bologna
/ Dipartimento di Scienze Statistiche "Paolo Fortunati"
Research profile
author of:
- A fuzzy model for sensitivity analysis in real options (RePEc:bol:bodewp:643)
by E. Agliardi & M.L. Guerra & L. Stefanini - Interval and fuzzy Average Internal Rate of Return for investment appraisal (RePEc:col:000463:009641)
by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini - Simulation of fuzzy dynamical systems using the LU-representation of fuzzy numbers (RePEc:eee:chsofr:v:29:y:2006:i:3:p:638-652)
by Stefanini, Luciano & Sorini, Laerte & Guerra, Maria Letizia - Testing robustness in calibration of stochastic volatility models (RePEc:eee:ejores:v:163:y:2005:i:1:p:145-153)
by Guerra, Maria Letizia & Sorini, Laerte - Fitting prices with a complete model (RePEc:eee:jbfina:v:30:y:2006:i:1:p:247-258)
by Figa-Talamanca, Gianna & Guerra, Maria Letizia - A comparative simulation study for estimating diffusion coefficient (RePEc:eee:matcom:v:53:y:2000:i:3:p:193-203)
by Guerra, Maria Letizia & Stefanini, Luciano - Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model (RePEc:fau:fauart:v:62:y:2012:i:2:p:162-179)
by Gianna Figa-Talamanca & Maria Letizia Guerra - Fuzzy uncertainty in the heston stochastic volatility model (RePEc:fzy:fuzeco:v:xvi:y:2011:i:2:p:3-19)
by Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L. - On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations (RePEc:urb:wpaper:07_03)
by Luciano Stefanini & Maria Letizia Guerra - Interval LU-fuzzy arithmetic in the Black and Scholes option pricing (RePEc:urb:wpaper:07_04)
by Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini - Fuzzification via F-transform (RePEc:urb:wpaper:13_10)
by Luciano Stefanini & Maria Letizia Guerra - Value function computation in fuzzy models by differential evolution (RePEc:urb:wpaper:13_11)
by Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini - Option prices by differential evolution (RePEc:urb:wpaper:15_11)
by Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini - Quantile and expectile smoothing by F-transform (RePEc:urb:wpaper:15_12)
by Luciano Stefanini - On Possibilistic Representations of Fuzzy Intervals (RePEc:urb:wpaper:16_02)
by Luciano Stefanini & Maria Letizia Guerra - A comparison index for linear programming models with interval costs (RePEc:urb:wpaper:18_09)
by Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini - Value Creation and Investment Projects: An Application of Fuzzy Sensitivity Analysis to Project Financing Transactions (RePEc:wsi:ijitdm:v:21:y:2022:i:06:n:s021962202250033x)
by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini