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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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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. 861-887
Persistent link: https://www.econbiz.de/10001855983
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A model for pricing an option with a fuzzy payoff
Muzzioli, Silvia; Torricelli, Costanza - In: Fuzzy economic review : the review of the International … 6 (2001) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001780115
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Option pricing in the presence of uncertainty
Muzzioli, Silvia; Reynaerts, H. - In: Perception-based data mining and decision making in …, (pp. 275-301). 2007
Persistent link: https://www.econbiz.de/10003577446
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The optimal corridor for implied volatility : from periods of calm to turmoil
Muzzioli, Silvia - In: Journal of economics & business 81 (2015), pp. 77-94
Persistent link: https://www.econbiz.de/10011476102
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The risk-asymmetry index as a new measure of risk
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Multinational finance journal 22 (2018) 3/4, pp. 173-210
Persistent link: https://www.econbiz.de/10012547710
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The use of option prices to assess the skewness risk premium
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Applied economics 52 (2020) 55, pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
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The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Quantitative finance and economics 1 (2017) 4, pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
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The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas; Muzzioli, Silvia - In: Applied economics 54 (2022) 22, pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
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Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio; Muzzioli, Silvia - 2024
Persistent link: https://www.econbiz.de/10014550830