 | 2011 |
|---|
| 9 |       | Maria Letizia Guerra,
Luciano Stefanini:
A comparison index for interval ordering.
FOCI 2011: 53-58 |
| 8 | | Maria Letizia Guerra,
Laerte Sorini,
Luciano Stefanini:
Option price sensitivities through fuzzy numbers.
Computers & Mathematics with Applications 61(3): 515-526 (2011) |
| 2009 |
|---|
| 7 | | Elettra Agliardi,
Maria Letizia Guerra,
Luciano Stefanini:
Efficient Calculation of the Value Function in Fuzzy Real Option by Differential Evolution Algorithms.
IFSA/EUSFLAT Conf. 2009: 1009-1014 |
| 6 | | Gianna Figà-Talamanca,
Maria Letizia Guerra:
Fuzzy Option Value with Stochastic Volatility Models.
ISDA 2009: 306-311 |
| 5 | | Maria Letizia Guerra,
Laerte Sorini,
Luciano Stefanini:
Value Function Computation in Fuzzy Real Options by Differential Evolution.
ISDA 2009: 324-329 |
| 2007 |
|---|
| 4 | | Maria Letizia Guerra,
Laerte Sorini,
Luciano Stefanini:
Parametrized Fuzzy Numbers for Option Pricing.
FUZZ-IEEE 2007: 1-6 |
| 2006 |
|---|
| 3 | | Luciano Stefanini,
Laerte Sorini,
Maria Letizia Guerra:
Parametric representation of fuzzy numbers and application to fuzzy calculus.
Fuzzy Sets and Systems 157(18): 2423-2455 (2006) |
| 2005 |
|---|
| 2 | | Maria Letizia Guerra,
Laerte Sorini:
Testing robustness in calibration of stochastic volatility models.
European Journal of Operational Research 163(1): 145-153 (2005) |
| 1 | | Maria Letizia Guerra,
Luciano Stefanini:
Approximate fuzzy arithmetic operations using monotonic interpolations.
Fuzzy Sets and Systems 150(1): 5-33 (2005) |
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