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 2 2 3 136
Call and put implied volatilities and the derivation of option implied trees 0 0 0 53 0 0 4 242
Option Implied Trees and Implied Moments 0 0 0 20 0 1 4 71
The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods 0 0 0 15 1 2 3 67
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 1 44 0 0 2 248
The skew pattern of implied volatility in the DAX index options market 0 0 1 154 0 0 2 546
Towards a volatility index for the Italian stock market 0 0 0 106 1 1 1 304
Volatility risk premia and financial connectedness 0 0 0 8 0 0 1 60
Total Working Papers 0 0 2 427 4 6 20 1,674
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 5 362
A multiperiod binomial model for pricing options in a vague world 0 0 0 121 0 0 0 458
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 0 0 24 1 1 1 107
On the no-arbitrage condition in option implied trees 0 0 1 36 0 2 3 166
Option-based forecasts of volatility: an empirical study in the DAX-index options market 0 0 1 54 0 1 4 187
Solving parametric fuzzy systems of linear equations by a nonlinear programming method 0 0 0 65 0 0 1 241
The Forecasting Performance of Corridor Implied Volatility in the Italian Market 0 0 0 13 0 1 5 73
The Skew Pattern of Implied Volatility in the DAX Index Options Market 0 0 0 24 2 3 3 114
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 0 0 0 106
The solution of fuzzy linear systems by non-linear programming: a financial application 0 0 0 33 1 1 1 126
Total Journal Articles 0 0 2 392 4 10 23 1,940

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Statistics updated 2025-12-06