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