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The pricing of options on an interval binomial tree. An application to the DAX-index option market
Muzzioli, S.; Torricelli, C. - In: European journal of operational research : EJOR 163 (2005) 1, pp. 192-200
Persistent link: https://www.econbiz.de/10006641716
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Solving parametric fuzzy systems of linear equations by a nonlinear programming method
Muzzioli, S.; Reynaerts, H. - In: Computational economics 29 (2007) 2, pp. 107-118
Persistent link: https://www.econbiz.de/10007614493
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On the no-arbitrage condition in option implied trees
Moriggia, V.; Muzzioli, S.; Torricelli, C. - In: European journal of operational research : EJOR 193 (2009) 1, pp. 212-221
Persistent link: https://www.econbiz.de/10008161290
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10008057561
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, A.; Kapetanios, G. - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10008172664
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-135
Persistent link: https://www.econbiz.de/10008893305
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, A.; Kapetanios, G. - In: Journal of empirical finance 16 (2009) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10008896133
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The solution of fuzzy linear systems by non-linear programming: a financial application
Muzzioli, Silvia; Reynaerts, Huguette - In: European journal of operational research : EJOR 177 (2007) 2, pp. 1218-1231
Persistent link: https://www.econbiz.de/10007391450
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A multiperiod binomial model for pricing options in a vague world
Muzzioli, Silvia; Torricelli, Costanza - In: Journal of economic dynamics & control 28 (2004) 5, pp. 861-888
Persistent link: https://www.econbiz.de/10006758823
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The Forecasting Performance of Corridor Implied Volatility in the Italian Market
Muzzioli, Silvia - In: Computational economics 41 (2013) 3, pp. 359-386
Persistent link: https://www.econbiz.de/10010074297