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Solving parametric fuzzy syste...
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ECONIS (ZBW)
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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
Saved in:
2
Solving parametric fuzzy systems of linear equations by a nonlinear programming method
Muzzioli, S.
;
Reynaerts, H.
- In:
Computational Economics
29
(
2007
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10005701622
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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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