Foto del docente

Maria Letizia Guerra

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Delegate for Public Engagement

Publications

M.L. Guerra; L.Stefanini, A comparison index for interval ordering based on generalized Hukuhara difference, «SOFT COMPUTING», 2012, 16,11, pp. 1931 - 1943 [Scientific article]

M.L.Guerra; C.A. Magni; L.Stefanini, Average rate of return with uncertainty, in: Advances in Computational Intelligence, part IV, BERLIN HEIDELBERG, Springer-Verlag, 2012, pp. 64 - 73 [Chapter or essay]

M.L.Guerra; L.Sorini, Incorporating uncertainty in financial models, «APPLIED MATHEMATICAL SCIENCES», 2012, 6, pp. 3785 - 3799 [Scientific article]

G.Figà-Talamanca; M.L.Guerra; L.Stefanini, Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model, «FINANCE A UVER- CZECH JOURNAL OF ECONOMICS AND FINANCE», 2012, 62, pp. 162 - 179 [Scientific article]

M.L.Guerra; L.Stefanini, A comparison index for interval ordering, in: 2011 IEEE Symposium on Foundations of Computational Intelligence(FOCI 2011) Proceedings, PISCATAWAY, NJ 08855-1331, IEEE Service Center, 2011, pp. 53 - 58 [Chapter or essay]

Figà-Talamanca G.; Guerra M.L.; Stefanini L., Fuzzy Uncertainty in the Heston Stochastic Volatility Model, «FUZZY ECONOMIC REVIEW», 2011, XVI, pp. 3 - 19 [Scientific article]

M.L. Guerra; L.Sorini; L.Stefanini, Option price sensitivities through fuzzy numbers, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2011, 61, pp. 515 - 526 [Scientific article]

G. Figà-Talamanca; M.L.Guerra; L.Sorini; L.Stefanini, Uncertain parameters as fuzzy numbers in option pricing models, in: Proceedings of the 47th Meeting of the Euro Working Group on Financial Modelling, OSTRAWA, VSB-TU, 2010, pp. 63 - 72 (atti di: 47th Meeting of the Euro Working Group on Financial Modelling, Praga, 28-30 ottobre 2010) [Contribution to conference proceedings]

E.Agliardi; M.L.Guerra; L.Stefanini, Efficient Calculation of the Value Function in Fuzzy Real Option by Differential Evolution Algorithms, in: Proceedings IFSA-EUSFLAT 2009, Lisbona, 20-24 July, 2009, s.l, s.n, 2009, pp. 1009 - 1014 (atti di: IFSA-EUSFLAT 2009, Lisbona, 20-24 luglio 2009) [Contribution to conference proceedings]

G.Figà-Talamanca; M.L.Guerra, Fuzzy option value with stochastic volatility models, in: Proceedings of the Ninth International Conference on Intelligent Systems Design and Applications, ORLANDO, IEEE, 2009, pp. 306 - 311 (atti di: ISDA2009, Pisa, 30 Novembre-2 Dicembre 2009) [Contribution to conference proceedings]

M.L. Guerra; L.Sorini; L.Stefanini, Fuzzy Investment Decision Making, in: Proceedings of IPMU'08, MALAGA, s.n, 2008, pp. 745 - 750 (atti di: IPMU 2008, Torremolinos (Malaga- Spain), June 22-27, 2008) [Contribution to conference proceedings]

M.L.Guerra; L.Sorini; L.Stefanini, Fuzzy Numbers and Fuzzy Arithmetics, in: Handbook of Granular Computing, NEW YORK, John Wiley & Sons, 2008, pp. 249 - 284 (Mathematics) [Chapter or essay]

Guerra M.L.; Stefanini L., On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations, URBINO, Università di Urbino, 2007, pp. 100 (University of Urbino Carlo Bo, Department of Economics Working Papers). [Research monograph]

Guerra M.L.; Sorini L.; Stefanini L., Parametrized Fuzzy Numbers for Option Pricing, in: 2007 IEEE Conference on Fuzzy Systems, LONDON, IEEE, 2007, pp. 728 - 733 (atti di: 2007 IEEE Conference on Fuzzy Systems., London, 23-26 July 2007) [Contribution to conference proceedings]

M.L.Guerra; L.Sorini, Reducing Variance in Hobson and Rogers Model for Option Pricing, «APPLIED SCIENCES», 2007, 9, pp. 109 - 120 [Scientific article]

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