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 1 2 10 143
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 2 3 10 252
Option Implied Trees and Implied Moments 0 0 0 20 6 7 13 81
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 1 2 8 73
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 0 44 2 3 9 257
The skew pattern of implied volatility in the DAX index options market 0 0 1 154 8 15 20 564
Towards a volatility index for the Italian stock market 0 0 0 106 2 4 10 313
Volatility risk premia and financial connectedness 0 0 0 8 4 10 13 73
Total Working Papers 0 0 1 427 26 46 93 1,756
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 1 2 8 367
A multiperiod binomial model for pricing options in a vague world 0 0 1 122 1 3 13 471
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 2 3 9 115
On the no-arbitrage condition in option implied trees 0 0 0 36 2 4 9 173
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 0 1 55 3 8 13 199
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 1 2 4 244
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 0 1 14 2 6 15 85
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 0 1 10 121
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 1 2 7 113
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 1 2 5 130
Total Journal Articles 0 0 3 395 14 33 93 2,018

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Statistics updated 2026-05-06