Silvia Muzzioli

20 papers B 1Journal 13Unranked 5
YearRankTypeTitle / Venue / Authors
2025 J jnl
An OWA Analysis of the VSTOXX Volatility Index.
Int. J. Inf. Technol. Decis. Mak.
Luca Gambarelli, Silvia Muzzioli, Bernard De Baets
2021 — conf
The development of the LGBT+ University Inclusion Index and its application to Italian universities.
WILF
Tullia Russo, Tindara Addabbo, Silvia Muzzioli, Bernard De Baets
2021 — conf
Towards new volatility measures for the EU stock market.
WILF
Luca Gambarelli, Silvia Muzzioli, Bernard De Baets
2020 J jnl
Option implied moments obtained through fuzzy regression.
Fuzzy Optim. Decis. Mak.
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
2018 J jnl
Indices for Financial Market Volatility Obtained Through Fuzzy Regression.
Int. J. Inf. Technol. Decis. Mak.
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
2018 — conf
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI.
WILF
Silvia Muzzioli
2018 — conf
Towards a Fuzzy Index of Skewness.
WILF
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
2017 J jnl
Fuzzy Approaches to Option Price Modeling.
IEEE Trans. Fuzzy Syst.
Silvia Muzzioli, Bernard De Baets
2017 B conf
Towards a fuzzy volatility index for the Italian market.
FUZZ-IEEE
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
2015 J jnl
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function.
Fuzzy Sets Syst.
Silvia Muzzioli, A. Ruggieri, Bernard De Baets
2013 J jnl
A comparative assessment of different fuzzy regression methods for volatility forecasting.
Fuzzy Optim. Decis. Mak.
Silvia Muzzioli, Bernard De Baets
2009 J jnl
On the no-arbitrage condition in option implied trees.
Eur. J. Oper. Res.
Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli
2008 J jnl
American option pricing with imprecise risk-neutral probabilities.
Int. J. Approx. Reason.
Silvia Muzzioli, Huguette Reynaerts
2007 — ch.
Option Pricing in the Presence of Uncertainty.
Perception-based Data Mining and Decision Making in Economics and Finance
Silvia Muzzioli, Huguette Reynaerts
2007 J jnl
The solution of fuzzy linear systems by non-linear programming: a financial application.
Eur. J. Oper. Res.
Silvia Muzzioli, Huguette Reynaerts
2006 J jnl
Fuzzy linear systems of the form
Fuzzy Sets Syst.
Silvia Muzzioli, Huguette Reynaerts
2005 J jnl
The pricing of options on an interval binomial tree. An application to the DAX-index option market.
Eur. J. Oper. Res.
Silvia Muzzioli, Costanza Torricelli
2002 J jnl
Implied trees in illiquid markets: A Choquet pricing approach.
Int. J. Intell. Syst.
Silvia Muzzioli, Costanza Torricelli
2001 — conf
A Multiperiod Binomial Model for Pricing Options in an Uncertain World.
ISIPTA
Silvia Muzzioli, Costanza Torricelli
1998 J jnl
Note on ranking fuzzy triangular numbers.
Int. J. Intell. Syst.
Gisella Facchinetti, Roberto Ghiselli Ricci, Silvia Muzzioli