Access Statistics for Silvia Muzzioli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the information content of option-based volatility forecasts using fuzzy regression methods 0 0 0 27 0 0 0 133
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 1 3 4 242
Option Implied Trees and Implied Moments 0 0 0 20 1 1 1 68
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 0 1 1 65
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 1 2 44 0 2 5 248
The skew pattern of implied volatility in the DAX index options market 0 0 0 153 0 0 2 544
Towards a volatility index for the Italian stock market 0 0 2 106 0 0 3 303
Volatility risk premia and financial connectedness 0 0 0 8 0 1 2 60
Total Working Papers 0 1 4 426 2 8 18 1,663
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MODEL FOR PRICING AN OPTION WITH A FUZZY PAYOFF 0 0 0 0 0 1 6 359
A multiperiod binomial model for pricing options in a vague world 0 0 0 121 0 0 0 458
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 0 0 0 106
On the no-arbitrage condition in option implied trees 0 1 1 36 0 1 2 164
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 1 2 54 0 1 9 186
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 0 0 0 240
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 0 1 13 0 2 3 70
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 0 0 0 111
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 0 0 0 106
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 1 33 0 0 2 125
Total Journal Articles 0 2 5 392 0 5 22 1,925

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Statistics updated 2025-05-12