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 1 10 143
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 0 2 10 252
Option Implied Trees and Implied Moments 0 0 0 20 0 6 12 81
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 4 7 14 79
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 0 44 0 3 10 258
The skew pattern of implied volatility in the DAX index options market 0 0 0 154 0 11 21 567
Towards a volatility index for the Italian stock market 0 0 0 106 2 4 12 315
Volatility risk premia and financial connectedness 0 0 0 8 0 5 14 74
Total Working Papers 0 0 0 427 6 39 103 1,769
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 3 9 369
A multiperiod binomial model for pricing options in a vague world 0 0 1 122 0 1 13 471
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 0 2 9 115
On the no-arbitrage condition in option implied trees 0 0 0 36 0 2 9 173
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 0 1 55 0 4 14 200
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 0 2 5 245
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 0 1 14 0 3 16 86
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 1 1 11 122
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 0 1 7 113
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 0 1 5 130
Total Journal Articles 0 0 3 395 1 20 98 2,024


Statistics updated 2026-07-10