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 3 7 8 141
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 7 7 10 249
Option Implied Trees and Implied Moments 0 0 0 20 2 3 7 74
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 2 5 7 71
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 1 44 2 6 8 254
The skew pattern of implied volatility in the DAX index options market 0 0 1 154 2 3 5 549
Towards a volatility index for the Italian stock market 0 0 0 106 3 6 6 309
Volatility risk premia and financial connectedness 0 0 0 8 2 3 4 63
Total Working Papers 0 0 2 427 23 40 55 1,710
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 7 365
A multiperiod binomial model for pricing options in a vague world 1 1 1 122 5 10 10 468
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 3 6 6 112
On the no-arbitrage condition in option implied trees 0 0 1 36 2 3 6 169
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 1 2 55 2 4 6 191
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 0 1 2 242
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 1 1 1 14 5 6 11 79
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 5 8 9 120
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 3 5 5 111
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 1 3 3 128
Total Journal Articles 2 3 5 395 26 49 65 1,985

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12