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Titolo Data di pubblicazione Autore(i) File
Call and put implied volatilities and the derivation of option implied trees 1-gen-2007 Moriggia, V; Muzzioli, Silvia; Torricelli, Costanza
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 1-gen-2007 Muzzioli, Silvia; H., Reynaerts
Option pricing in the presence of uncertainty 1-gen-2007 Muzzioli, Silvia; H., Reynaerts
Solving parametric fuzzy linear systems by a non linear programming method 1-gen-2007 Muzzioli, Silvia; H., Reynaerts
The solution of fuzzy linear systems by non-linear programming: a financial application 1-gen-2007 Muzzioli, Silvia; H., Reynaerts
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 1-gen-2007 Muzzioli, S.
American Option Pricing with Imprecise Risk-Neutral Probabilities 1-gen-2008 Muzzioli, Silvia; H., Reynaerts
Option based forecasts of volatility: An empirical study in the DAX index options market 1-gen-2008 Muzzioli, S.
The skew pattern of implied volatility in the DAX-index options market 1-gen-2009 Muzzioli, Silvia
On the no arbitrage condition in option implied trees 1-gen-2009 V., Moriggia; Muzzioli, Silvia; Torricelli, Costanza
The skew pattern of implied volatility in the DAX index options market 1-gen-2009 Muzzioli, S.
Towards a volatility index for the Italian stock market 1-gen-2010 Muzzioli, S.
Option-based forecasts of volatility: An empirical study in the DAX-index options market 1-gen-2010 Muzzioli, Silvia
The relation between implied and realised volatility in the DAX index options market 1-gen-2010 Muzzioli, Silvia
The Skew Pattern of Implied Volatility in the DAX Index Options Market 1-gen-2011 Muzzioli, Silvia
Towards a volatility index for the Italian stock market 1-gen-2011 Muzzioli, Silvia
Assessing the information content of option-based volatility forecasts using fuzzy regression methods 1-gen-2011 Muzzioli, S.; De Baets, Bernard
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 1-gen-2011 Muzzioli, S.
Corridor implied volatility and the variance risk premium in the Italian market 1-gen-2012 Muzzioli, Silvia
Put-Call Parity and options’ forecasting power 1-gen-2012 Muzzioli, Silvia
Mostrati risultati da 21 a 40 di 110
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