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Torricelli, Costanza
13
Torricelli, C.
7
Brunetti, Marianna
6
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4
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4
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3
Bertocchi, Graziella
2
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2
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1
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OLC EcoSci
ECONIS (ZBW)
109
RePEc
89
EconStor
3
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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/10009905815
Saved in:
5
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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6
A comparative evaluation of alternative models of the term structure of interest rates
Boero, G.
;
Torricelli, C.
- In:
European journal of operational research : EJOR
93
(
1996
)
1
,
pp. 205-223
Persistent link: https://www.econbiz.de/10006679367
Saved in:
7
The internal and cross market efficiency in index option markets: an investigation of the Italian market
Brunetti, M.
;
Torricelli, C.
- In:
Applied financial economics
17
(
2007
)
1-3
,
pp. 25-34
Persistent link: https://www.econbiz.de/10007616059
Saved in:
8
The internal and cross market efficiency in index option markets: an investigation of the Italian market
Brunetti, M.
;
Torricelli, C.
- In:
Applied financial economics
17
(
2007
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10007617372
Saved in:
9
Futures market and spot price volatility: A model for a storable commodity
Torricelli, C.
- In:
European journal of political economy
10
(
1994
)
2
,
pp. 339-356
Persistent link: https://www.econbiz.de/10007708428
Saved in:
10
I mercati futures
Torricelli, C.
;
D'Alauro, G.
- In:
Economia internazionale
47
(
1994
)
1
,
pp. 98
Persistent link: https://www.econbiz.de/10007712385
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