| |
| 2009 | ||
|---|---|---|
| 4 | EE | V. Moriggia, Silvia Muzzioli, Costanza Torricelli: On the no-arbitrage condition in option implied trees. European Journal of Operational Research 193(1): 212-221 (2009) |
| 2005 | ||
| 3 | EE | Silvia Muzzioli, Costanza Torricelli: The pricing of options on an interval binomial tree. An application to the DAX-index option market. European Journal of Operational Research 163(1): 192-200 (2005) |
| 2002 | ||
| 2 | Silvia Muzzioli, Costanza Torricelli: Implied trees in illiquid markets: A Choquet pricing approach. Int. J. Intell. Syst. 17(6): 577-594 (2002) | |
| 2001 | ||
| 1 | EE | Silvia Muzzioli, Costanza Torricelli: A Multiperiod Binomial Model for Pricing Options in an Uncertain World. ISIPTA 2001: 255-264 |
| 1 | V. Moriggia | [4] |
| 2 | Silvia Muzzioli | [1] [2] [3] [4] |