Guerra Maria Letizia

Maria Letizia Guerra

Information about the author Maria Letizia Guerra will soon be added to the site.
Found 2 papers in total
Option price sensitivities through fuzzy numbers
2011
The main motivation in using fuzzy numbers in finance lies in the need for modelling...
Testing robustness in calibration of stochastic volatility models
2005
Many numerical aspects are involved in parameter estimation of stochastic volatility...
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