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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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2
Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
3
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/10009711323
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4
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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5
Futures market and spot price volatility : a model for a storable commodity
Torricelli, Costanza
- In:
European journal of political economy
10
(
1994
)
2
,
pp. 339-355
Persistent link: https://www.econbiz.de/10001170519
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6
A survey in the theory of futures markets
Torricelli, Costanza
- In:
Ricerche economiche
43
(
1989
)
4
,
pp. 516-542
Persistent link: https://www.econbiz.de/10001129219
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7
A comparative assessment of different fuzzy regression methods for volatility forecasting
Muzzioli, Silvia
;
De Beats, B.
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
4
,
pp. 433-450
Persistent link: https://www.econbiz.de/10010232663
Saved in:
8
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
9
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
Saved in:
10
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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