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Maria Letizia Guerra

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Delegate for Public Engagement

Publications

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 [Scientific article]

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