| 2009 | ||
|---|---|---|
| 8 | 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) | |
| 2008 | ||
| 7 | Silvia Muzzioli, Huguette Reynaerts: American option pricing with imprecise risk-neutral probabilities. Int. J. Approx. Reasoning 49(1): 140-147 (2008) | |
| 2007 | ||
| 6 | Silvia Muzzioli, Huguette Reynaerts: Option Pricing in the Presence of Uncertainty. Perception-based Data Mining and Decision Making in Economics and Finance 2007: 275-301 | |
| 5 | Silvia Muzzioli, Huguette Reynaerts: The solution of fuzzy linear systems by non-linear programming: a financial application. European Journal of Operational Research 177(2): 1218-1231 (2007) | |
| 2006 | ||
| 4 | Silvia Muzzioli, Huguette Reynaerts: Fuzzy linear systems of the form A1x+b1=A2x+b2. Fuzzy Sets and Systems 157(7): 939-951 (2006) | |
| 2005 | ||
| 3 | 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 | Silvia Muzzioli, Costanza Torricelli: A Multiperiod Binomial Model for Pricing Options in an Uncertain World. ISIPTA 2001: 255-264 | |
| 1 | V. Moriggia | [8] |
| 2 | Huguette Reynaerts | [4] [5] [6] [7] |
| 3 | Costanza Torricelli | [1] [2] [3] [8] |