Maria Letizia Guerra
Personal Details
First Name: | Maria |
Middle Name: | Letizia |
Last Name: | Guerra |
Suffix: | |
RePEc Short-ID: | pgu50 |
[This author has chosen not to make the email address public] | |
http://www.unibo.it/docenti/mletizia.guerra | |
Dipartimento di Matematica Università degli Studi di Bologna Piazza San Donato 40126 Bologna | |
Affiliation
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Bologna, Italyhttp://www.stat.unibo.it/
RePEc:edi:dsbolit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2018. "A comparison index for linear programming models with interval costs," Working Papers 1809, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2018.
- Luciano Stefanini & Maria Letizia Guerra, 2016. "On Possibilistic Representations of Fuzzy Intervals," Working Papers 1602, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2016.
- Luciano Stefanini, 2015. "Quantile and expectile smoothing by F-transform," Working Papers 1512, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
- Luciano Stefanini & Maria Letizia Guerra, 2013. "Fuzzification via F-transform," Working Papers 1310, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012. "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración 9641, Master Consultores.
- E. Agliardi & M.L. Guerra & L. Stefanini, 2008. "A fuzzy model for sensitivity analysis in real options," Working Papers 643, Dipartimento Scienze Economiche, Universita' di Bologna.
- Luciano Stefanini & Maria Letizia Guerra, 2007. "On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations," Working Papers 0703, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2007. "Interval LU-fuzzy arithmetic in the Black and Scholes option pricing," Working Papers 0704, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
Articles
- Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2022. "Value Creation and Investment Projects: An Application of Fuzzy Sensitivity Analysis to Project Financing Transactions," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 21(06), pages 1683-1714, December.
- Gianna Figa-Talamanca & Maria Letizia Guerra, 2012. "Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 162-179, May.
- Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L., 2011. "Fuzzy uncertainty in the heston stochastic volatility model," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-19, November.
- Stefanini, Luciano & Sorini, Laerte & Guerra, Maria Letizia, 2006. "Simulation of fuzzy dynamical systems using the LU-representation of fuzzy numbers," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 638-652.
- Figa-Talamanca, Gianna & Guerra, Maria Letizia, 2006. "Fitting prices with a complete model," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 247-258, January.
- Guerra, Maria Letizia & Sorini, Laerte, 2005. "Testing robustness in calibration of stochastic volatility models," European Journal of Operational Research, Elsevier, vol. 163(1), pages 145-153, May.
- Guerra, Maria Letizia & Stefanini, Luciano, 2000. "A comparative simulation study for estimating diffusion coefficient," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 53(3), pages 193-203.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Luciano Stefanini & Maria Letizia Guerra, 2007.
"On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations,"
Working Papers
0703, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
Cited by:
- Luciano Stefanini & Barnab?s Bede, 2012. "Some notes on generalized Hukuhara differentiability of interval-valued functions and interval differential equations," Working Papers 1208, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
- Barnab?s Bede & Luciano Stefanini, 2012. "Generalized Differentiability of Fuzzy-valued Functions," Working Papers 1209, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
Articles
- Gianna Figa-Talamanca & Maria Letizia Guerra, 2012.
"Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 162-179, May.
Cited by:
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
- Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L., 2011.
"Fuzzy uncertainty in the heston stochastic volatility model,"
Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-19, November.
Cited by:
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
- Stefanini, Luciano & Sorini, Laerte & Guerra, Maria Letizia, 2006.
"Simulation of fuzzy dynamical systems using the LU-representation of fuzzy numbers,"
Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 638-652.
Cited by:
- Eslami Giski, Zahra & Ebrahimzadeh, Abolfazl & Markechová, Dagmar, 2019. "Rényi entropy of fuzzy dynamical systems," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 244-253.
- Luciano Stefanini & Laerte Sorini, 2007. "Representing fuzzy numbers for fuzzy calculus," Working Papers 0702, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
- Jiří Kupka & Nicole Škorupová, 2021. "On PSO-Based Simulations of Fuzzy Dynamical Systems Induced by One-Dimensional Ones," Mathematics, MDPI, vol. 9(21), pages 1-26, October.
- Sun, Yeong-Jeu, 2009. "Robust stability of uncertain T–S fuzzy time-varying systems," Chaos, Solitons & Fractals, Elsevier, vol. 39(4), pages 1588-1594.
- Liu, Shiang-Tai, 2009. "A revisit to quadratic programming with fuzzy parameters," Chaos, Solitons & Fractals, Elsevier, vol. 41(3), pages 1401-1407.
- Liu, Shiang-Tai, 2009. "Quadratic programming with fuzzy parameters: A membership function approach," Chaos, Solitons & Fractals, Elsevier, vol. 40(1), pages 237-245.
- Dehghan, Mehdi & Hashemi, Behnam & Ghatee, Mehdi, 2007. "Solution of the fully fuzzy linear systems using iterative techniques," Chaos, Solitons & Fractals, Elsevier, vol. 34(2), pages 316-336.
- Luciano Stefanini, 2007. "Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations," Working Papers 0706, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
- Luciano Stefanini & Laerte Sorini, 2007. "An LU-fuzzy calculator for the basic fuzzy calculus," Working Papers 0701, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
- S. K. Gupta & Debasis Dangar, 2010. "Duality in fuzzy quadratic programming with exponential membership functions," Fuzzy Information and Engineering, Springer, vol. 2(4), pages 337-346, December.
- Figa-Talamanca, Gianna & Guerra, Maria Letizia, 2006.
"Fitting prices with a complete model,"
Journal of Banking & Finance, Elsevier, vol. 30(1), pages 247-258, January.
Cited by:
- Mauro Rosestolato & Tiziano Vargiolu & Giovanna Villani, 2013. "Robustness for path-dependent volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 137-167, November.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Foschi, Paolo & Pascucci, Andrea, 2009. "Calibration of a path-dependent volatility model: Empirical tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2219-2235, April.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
- Olesia Verchenko, 2011. "Testing option pricing models: complete and incomplete markets," Discussion Papers 38, Kyiv School of Economics.
- Guerra, Maria Letizia & Sorini, Laerte, 2005.
"Testing robustness in calibration of stochastic volatility models,"
European Journal of Operational Research, Elsevier, vol. 163(1), pages 145-153, May.
Cited by:
- Figa-Talamanca, Gianna & Guerra, Maria Letizia, 2006. "Fitting prices with a complete model," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 247-258, January.
- Guerra, Maria Letizia & Stefanini, Luciano, 2000.
"A comparative simulation study for estimating diffusion coefficient,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 53(3), pages 193-203.
Cited by:
- Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2008. "Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(2), pages 209-217.
- Guerra, Maria Letizia & Sorini, Laerte, 2005. "Testing robustness in calibration of stochastic volatility models," European Journal of Operational Research, Elsevier, vol. 163(1), pages 145-153, May.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (2) 2007-03-31 2009-05-02
- NEP-CWA: Central and Western Asia (1) 2013-05-22
- NEP-ECM: Econometrics (1) 2016-04-04
- NEP-ORE: Operations Research (1) 2014-10-03
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