Details about Maria Letizia Guerra

Access statistics for papers by Maria Letizia Guerra.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pgu50

Working Papers

2018

1. A comparison index for linear programming models with interval costs
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini

2016

2. On Possibilistic Representations of Fuzzy Intervals
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini

2015

3. Option prices by differential evolution
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
4. Quantile and expectile smoothing by F-transform
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini

2013

5. Fuzzification via F-transform
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
6. Value function computation in fuzzy models by differential evolution
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini

2012

7. Interval and fuzzy Average Internal Rate of Return for investment appraisal
   Proyecciones Financieras y Valoración, Master Consultores

2008

8. A fuzzy model for sensitivity analysis in real options
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2007

9. Interval LU-fuzzy arithmetic in the Black and Scholes option pricing
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
10. On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations
    Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini View citations (2)

Journal Articles

2022

1. Value Creation and Investment Projects: An Application of Fuzzy Sensitivity Analysis to Project Financing Transactions
   International Journal of Information Technology & Decision Making (IJITDM), 2022, 21, (06), 1683-1714

2012

2. Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
   Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (2), 162-179 View citations (2)

2011

3. Fuzzy uncertainty in the heston stochastic volatility model
   Fuzzy Economic Review, 2011, XVI, (2), 3-19 View citations (2)

2006

4. Fitting prices with a complete model
   Journal of Banking & Finance, 2006, 30, (1), 247-258 View citations (5)
5. Simulation of fuzzy dynamical systems using the LU-representation of fuzzy numbers
   Chaos, Solitons & Fractals, 2006, 29, (3), 638-652 View citations (10)

2005

6. Testing robustness in calibration of stochastic volatility models
   European Journal of Operational Research, 2005, 163, (1), 145-153 View citations (1)

2000

7. A comparative simulation study for estimating diffusion coefficient
   Mathematics and Computers in Simulation (MATCOM), 2000, 53, (3), 193-203 View citations (2)