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


Guerra M.L.; Stefanini L.; Sorini L., A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing, in: Fuzzy Systems, 2006 IEEE International Conference on, s.l, IEEE, 2006, pp. 179 - 186 (atti di: FUZZ-IEEE 2006, Vancouver, July 16-21, 2006) [Contribution to conference proceedings]

G.Figà-Talamanca; M.L.Guerra, Fitting Prices with a Complete Model, «JOURNAL OF BANKING & FINANCE», 2006, 30/1, pp. 247 - 258 [Scientific article]

M.Guerra; L.Stefanini, On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximation, «INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS», 2006, 19, pp. 171 - 199 [Scientific article]

M.L.Guerra; L.Sorini; L.Stefanini, Parametric Representations of Fuzzy Numbers and Application to Fuzzy Calculus, «FUZZY SETS AND SYSTEMS», 2006, 157(18), pp. 2423 - 2455 [Scientific article]

M.L.Guerra; L.Sorini; L.Stefanini, Simulations of Fuzzy Dynamical Systems using the LU Representation of Fuzzy Numbers, «CHAOS, SOLITONS AND FRACTALS», 2006, 29/3, pp. 638 - 652 [Scientific article]

M.L.Guerra; L.Stefanini, Approximate Fuzzy Arithmetic Operations Using Monotonic Interpolations, «FUZZY SETS AND SYSTEMS», 2005, 150/1, pp. 5 - 33 [Scientific article]

M.L.Guerra; G.Figà-Talamanca, Risk Measures in Hobson and Rogers stochastic volatility model, in: Abtsracts del XXIX convegno A.M.A.S.E.S, s.l, sine nomine, 2005(atti di: XXIX convegno A.M.A.S.E.S, Palermo, 12-16 Settembre 2005) [Abstract]

M.L.Guerra; L.Sorini, Testing Robustness in Calibration of Stochastic Volatility Models, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2005, 163/1, pp. 145 - 153 [Scientific article]

M.L.Guerra; V.Moriggia, Processo di Binarizzazione per l’Analisi Logica dei Dati, BERGAMO, Cooperativa Studium Bergomense, 2004, pp. 21 (Quaderni del dipartimento di matematica, Statistica, Informatica ed applicazioni). [Research monograph]

M.L.Guerra; G.Figà-Talamanca, Value at Risk in a Complete Stochastic Volatility Model, in: Presentations at the XXXIV Euro Working Group on Financial Modelling, s.l, sine nomine, 2004(atti di: XXXIV Euro Working Group on Financial Modelling,, Parigi, 12-14 maggio 2004) [Contribution to conference proceedings]

Guerra M.L.; Stefanini L., A comparative simulation study for estimating diffusion coefficient, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2000, 53, pp. 193 - 203 [Comment on a court sentence]

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