Sfoglia per Autore
A comparative simulation study for estimating diffusion coefficient
2000 Guerra M.L.; Stefanini L.
Processo di Binarizzazione per l’Analisi Logica dei Dati
2004 M.L.Guerra; V.Moriggia
Value at Risk in a Complete Stochastic Volatility Model
2004 M.L.Guerra; G.Figà-Talamanca
Approximate Fuzzy Arithmetic Operations Using Monotonic Interpolations
2005 M.L.Guerra; L.Stefanini
Testing Robustness in Calibration of Stochastic Volatility Models
2005 M.L.Guerra; L.Sorini
Risk Measures in Hobson and Rogers stochastic volatility model
2005 M.L.Guerra; G.Figà-Talamanca
Simulations of Fuzzy Dynamical Systems using the LU Representation of Fuzzy Numbers
2006 M.L.Guerra; L.Sorini; L.Stefanini
Parametric Representations of Fuzzy Numbers and Application to Fuzzy Calculus
2006 M.L.Guerra; L.Sorini; L.Stefanini
Fitting Prices with a Complete Model
2006 G.Figà-Talamanca; M.L.Guerra
A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing
2006 Guerra M.L.; Stefanini L.; Sorini L.
On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximation
2006 M.Guerra; L.Stefanini
Parametrized Fuzzy Numbers for Option Pricing
2007 Guerra M.L.; Sorini L.; Stefanini L.
Reducing Variance in Hobson and Rogers Model for Option Pricing
2007 M.L.Guerra; L.Sorini
On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations
2007 Guerra M.L.; Stefanini L.
Fuzzy Investment Decision Making
2008 M.L. Guerra; L.Sorini; L.Stefanini
Fuzzy Numbers and Fuzzy Arithmetics
2008 M.L.Guerra; L.Sorini; L.Stefanini
Value function computation in fuzzy real options by differential evolution
2009 M.L. Guerra; L.Sorini; L.Stefanini
Fuzzy option value with stochastic volatility models
2009 G.Figà-Talamanca; M.L.Guerra
Efficient Calculation of the Value Function in Fuzzy Real Option by Differential Evolution Algorithms
2009 E.Agliardi; M.L.Guerra; L.Stefanini
Uncertain parameters as fuzzy numbers in option pricing models
2010 G. Figà-Talamanca; M.L.Guerra; L.Sorini; L.Stefanini
Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
---|---|---|---|---|---|---|
A comparative simulation study for estimating diffusion coefficient | Guerra M.L.; Stefanini L. | 2000-01-01 | MATHEMATICS AND COMPUTERS IN SIMULATION | - | 1.02 Nota a sentenza | - |
Processo di Binarizzazione per l’Analisi Logica dei Dati | M.L.Guerra; V.Moriggia | 2004-01-01 | - | Cooperativa Studium Bergomense | 3.01 Monografia / trattato scientifico in forma di libro | - |
Value at Risk in a Complete Stochastic Volatility Model | M.L.Guerra; G.Figà-Talamanca | 2004-01-01 | - | sine nomine | 4.01 Contributo in Atti di convegno | - |
Approximate Fuzzy Arithmetic Operations Using Monotonic Interpolations | M.L.Guerra; L.Stefanini | 2005-01-01 | FUZZY SETS AND SYSTEMS | - | 1.01 Articolo in rivista | - |
Testing Robustness in Calibration of Stochastic Volatility Models | M.L.Guerra; L.Sorini | 2005-01-01 | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | - | 1.01 Articolo in rivista | - |
Risk Measures in Hobson and Rogers stochastic volatility model | M.L.Guerra; G.Figà-Talamanca | 2005-01-01 | - | sine nomine | 4.02 Riassunto (Abstract) | - |
Simulations of Fuzzy Dynamical Systems using the LU Representation of Fuzzy Numbers | M.L.Guerra; L.Sorini; L.Stefanini | 2006-01-01 | CHAOS, SOLITONS AND FRACTALS | - | 1.01 Articolo in rivista | - |
Parametric Representations of Fuzzy Numbers and Application to Fuzzy Calculus | M.L.Guerra; L.Sorini; L.Stefanini | 2006-01-01 | FUZZY SETS AND SYSTEMS | - | 1.01 Articolo in rivista | - |
Fitting Prices with a Complete Model | G.Figà-Talamanca; M.L.Guerra | 2006-01-01 | JOURNAL OF BANKING & FINANCE | - | 1.01 Articolo in rivista | - |
A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing | Guerra M.L.; Stefanini L.; Sorini L. | 2006-01-01 | - | IEEE | 4.01 Contributo in Atti di convegno | - |
On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximation | M.Guerra; L.Stefanini | 2006-01-01 | INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS | - | 1.01 Articolo in rivista | - |
Parametrized Fuzzy Numbers for Option Pricing | Guerra M.L.; Sorini L.; Stefanini L. | 2007-01-01 | - | IEEE | 4.01 Contributo in Atti di convegno | - |
Reducing Variance in Hobson and Rogers Model for Option Pricing | M.L.Guerra; L.Sorini | 2007-01-01 | APPLIED SCIENCES | - | 1.01 Articolo in rivista | - |
On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations | Guerra M.L.; Stefanini L. | 2007-01-01 | - | Università di Urbino | 3.01 Monografia / trattato scientifico in forma di libro | - |
Fuzzy Investment Decision Making | M.L. Guerra; L.Sorini; L.Stefanini | 2008-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
Fuzzy Numbers and Fuzzy Arithmetics | M.L.Guerra; L.Sorini; L.Stefanini | 2008-01-01 | - | John Wiley & Sons | 2.01 Capitolo / saggio in libro | - |
Value function computation in fuzzy real options by differential evolution | M.L. Guerra; L.Sorini; L.Stefanini | 2009-01-01 | - | IEEE | 4.01 Contributo in Atti di convegno | - |
Fuzzy option value with stochastic volatility models | G.Figà-Talamanca; M.L.Guerra | 2009-01-01 | - | IEEE | 4.01 Contributo in Atti di convegno | - |
Efficient Calculation of the Value Function in Fuzzy Real Option by Differential Evolution Algorithms | E.Agliardi; M.L.Guerra; L.Stefanini | 2009-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
Uncertain parameters as fuzzy numbers in option pricing models | G. Figà-Talamanca; M.L.Guerra; L.Sorini; L.Stefanini | 2010-01-01 | - | VSB-TU | 4.01 Contributo in Atti di convegno | - |
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