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 6 9 142
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 1 8 10 250
Option Implied Trees and Implied Moments 0 0 0 20 1 4 8 75
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 1 5 7 72
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 0 44 0 6 6 254
The skew pattern of implied volatility in the DAX index options market 0 0 1 154 2 5 7 551
Towards a volatility index for the Italian stock market 0 0 0 106 1 6 7 310
Volatility risk premia and financial connectedness 0 0 0 8 2 5 6 65
Total Working Papers 0 0 1 427 9 45 60 1,719
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 0 1 1 122 0 10 10 468
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 0 5 6 112
On the no-arbitrage condition in option implied trees 0 0 0 36 0 3 5 169
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 1 1 55 3 7 8 194
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 1 2 3 243
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 1 1 14 1 7 10 80
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 0 6 9 120
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 0 5 5 111
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 0 2 3 128
Total Journal Articles 0 3 3 395 5 50 66 1,990


Statistics updated 2026-03-04