Silvia Muzzioli

Available identifiers

zbMath Open muzzioli.silviaWikidataQ100412185 ScholiaQ100412185MaRDI QIDQ856310

List of research outcomes

Publication	Date of Publication	Type
Assessing skewness in financial markets	2023-12-15	Paper
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach	2022-01-06	Paper
Existence of a fundamental solution of partial differential equations associated to Asian options	2021-11-19	Paper
Investor sentiment and trading behavior	2020-12-10	Paper
Option implied moments obtained through fuzzy regression	2020-06-30	Paper
A comparative assessment of different fuzzy regression methods for volatility forecasting	2018-10-15	Paper
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function	2017-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4902818	2013-01-18	Paper
American option pricing with imprecise risk-neutral probabilities	2010-03-19	Paper
Fuzzy Binary Tree Model for European Options	2009-03-31	Paper
On the no-arbitrage condition in option implied trees	2009-01-22	Paper
A multiperiod binomial model for pricing options in a vague world	2008-10-24	Paper
Solving parametric fuzzy systems of linear equations by a nonlinear programming method	2007-08-17	Paper
Option Pricing in the Presence of Uncertainty	2007-08-07	Paper
The solution of fuzzy linear systems by nonlinear programming: a financial application	2006-12-07	Paper
Fuzzy linear systems of the form \(A_{1}x+b_{1}=A_{2}x+b_{2}\)	2006-06-09	Paper
The pricing of options on an interval binomial tree. An application to the DAX-index option market	2005-01-12	Paper
Implied trees in illiquid markets: A Choquet pricing approach	2002-12-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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