Silvia Muzzioli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk-asymmetry indices in Europe Annals of Finance	2025-11-28	Paper
Assessing skewness in financial markets Statistica Neerlandica	2023-12-15	Paper
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach Decisions in Economics and Finance	2022-01-06	Paper
Existence of a fundamental solution of partial differential equations associated to Asian options Nonlinear Analysis. Real World Applications	2021-11-19	Paper
Investor sentiment and trading behavior Chaos: An Interdisciplinary Journal of Nonlinear Science	2020-12-10	Paper
Option implied moments obtained through fuzzy regression Fuzzy Optimization and Decision Making	2020-06-30	Paper
A comparative assessment of different fuzzy regression methods for volatility forecasting Fuzzy Optimization and Decision Making	2018-10-15	Paper
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function Fuzzy Sets and Systems	2017-05-18	Paper
scientific article; zbMATH DE number 6126666 (Why is no real title available?)	2013-01-18	Paper
American option pricing with imprecise risk-neutral probabilities International Journal of Approximate Reasoning	2010-03-19	Paper
Fuzzy Binary Tree Model for European Options Progress in Industrial Mathematics at ECMI 2004	2009-03-31	Paper
On the no-arbitrage condition in option implied trees European Journal of Operational Research	2009-01-22	Paper
A multiperiod binomial model for pricing options in a vague world Journal of Economic Dynamics and Control	2008-10-24	Paper
Solving parametric fuzzy systems of linear equations by a nonlinear programming method Computational Economics	2007-08-17	Paper
Option Pricing in the Presence of Uncertainty Perception-based Data Mining and Decision Making in Economics and Finance	2007-08-07	Paper
The solution of fuzzy linear systems by nonlinear programming: a financial application European Journal of Operational Research	2006-12-07	Paper
Fuzzy linear systems of the form \(A_{1}x+b_{1}=A_{2}x+b_{2}\) Fuzzy Sets and Systems	2006-06-09	Paper
The pricing of options on an interval binomial tree. An application to the DAX-index option market European Journal of Operational Research	2005-01-12	Paper
Implied trees in illiquid markets: A Choquet pricing approach International Journal of Intelligent Systems	2002-12-17	Paper

Research outcomes over time

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