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 1 10 144
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 1 1 11 253
Option Implied Trees and Implied Moments 0 0 0 20 0 0 11 81
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 2 7 17 82
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 0 44 0 0 10 258
The skew pattern of implied volatility in the DAX index options market 0 0 0 154 0 0 21 567
Towards a volatility index for the Italian stock market 0 0 0 106 1 3 13 316
Volatility risk premia and financial connectedness 0 0 0 8 1 1 15 75
Total Working Papers 0 0 0 427 6 13 108 1,776
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 9 370
A multiperiod binomial model for pricing options in a vague world 0 0 1 122 21 23 36 494
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 0 0 9 115
On the no-arbitrage condition in option implied trees 0 0 0 36 0 1 10 174
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 0 1 55 0 0 14 200
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 0 0 4 245
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 0 1 14 0 0 14 86
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 0 1 11 122
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 1 1 8 114
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 0 1 6 131
Total Journal Articles 0 0 3 395 22 28 121 2,051


Statistics updated 2026-09-10