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Maria Letizia Guerra


This is information that was supplied by Maria Guerra in registering through RePEc. If you are Maria Letizia Guerra , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Maria
Middle Name: Letizia
Last Name: Guerra

RePEc Short-ID: pgu50

Postal Address: Dipartimento di Matematica per le Scienze Economiche e Sociali Università degli Studi di Bologna Viale Q. Filopanti, 5 40126 Bologna


Dipartimento di Matematica per le Scienze Economiche e Sociali "MatemateS"
Alma Mater Studiorum - Università di Bologna
Location: Bologna, Italy
Phone: +39 051 2094362
Fax: +39 051 2094367
Postal: Viale Filopanti, 5 - 40126 Bologna
Handle: RePEc:edi:dmbolit (more details at EDIRC)


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Working papers

  1. E. Agliardi & M.L. Guerra & L. Stefanini, 2008. "A fuzzy model for sensitivity analysis in real options," Working Papers 643, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Luciano Stefanini & Maria Letizia Guerra, 2007. "On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations," Working Papers 0703, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
  3. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2007. "Interval LU-fuzzy arithmetic in the Black and Scholes option pricing," Working Papers 0704, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.


  1. Gianna Figa-Talamanca & Maria Letizia Guerra, 2012. "Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 162-179, May.
  2. Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L., 2011. "Fuzzy uncertainty in the heston stochastic volatility model," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-19, November.
  3. Figa-Talamanca, Gianna & Guerra, Maria Letizia, 2006. "Fitting prices with a complete model," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 247-258, January.
  4. Guerra, Maria Letizia & Sorini, Laerte, 2005. "Testing robustness in calibration of stochastic volatility models," European Journal of Operational Research, Elsevier, vol. 163(1), pages 145-153, May.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2007-03-31 2009-05-02. Author is listed


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