| Note on ranking fuzzy triangular numbers G Facchinetti, RG Ricci, S Muzzioli International Journal of Intelligent Systems 13 (7), 613-622, 1998 | 292 | 1998 |
| Fuzzy linear systems of the form A1x+ b1= A2x+ b2 S Muzzioli, H Reynaerts Fuzzy Sets and Systems 157 (7), 939-951, 2006 | 133 | 2006 |
| A multiperiod binomial model for pricing options in a vague world S Muzzioli, C Torricelli Journal of Economic Dynamics and Control 28 (5), 861-887, 2004 | 112 | 2004 |
| American option pricing with imprecise risk-neutral probabilities S Muzzioli, H Reynaerts International Journal of Approximate Reasoning 49 (1), 140-147, 2008 | 62 | 2008 |
| A comparison of fuzzy regression methods for the estimation of the implied volatility smile function S Muzzioli, A Ruggieri, B De Baets Fuzzy Sets and Systems 266, 131-143, 2015 | 55 | 2015 |
| Option-based forecasts of volatility: an empirical study in the DAX-index options market S Muzzioli The European Journal of Finance 16 (6), 561-586, 2010 | 55 | 2010 |
| How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study FG Caloia, A Cipollini, S Muzzioli Energy Economics 84, 104536, 2019 | 54 | 2019 |
| The solution of fuzzy linear systems by non-linear programming: a financial application S Muzzioli, H Reynaerts European Journal of Operational Research 177 (2), 1218-1231, 2007 | 51 | 2007 |
| Fuzzy approaches to option price modeling S Muzzioli, B De Baets IEEE Transactions on Fuzzy Systems 25 (2), 392-401, 2016 | 46 | 2016 |
| Moment risk premia and the cross-section of stock returns in the European stock market E Elyasiani, L Gambarelli, S Muzzioli Journal of Banking & Finance 111, 105732, 2020 | 37 | 2020 |
| Asymmetric semi-volatility spillover effects in EMU stock markets FG Caloia, A Cipollini, S Muzzioli International Review of Financial Analysis 57, 221-230, 2018 | 37 | 2018 |
| A model for pricing an option with a fuzzy payoff S Muzzioli, C Torricelli MATERIALI DI DISCUSSIONE, 1998 | 37 | 1998 |
| The forecasting performance of corridor implied volatility in the Italian market S Muzzioli Computational Economics 41, 359-386, 2013 | 29 | 2013 |
| A comparative assessment of different fuzzy regression methods for volatility forecasting S Muzzioli, B De Baets Fuzzy Optimization and Decision Making 12, 433-450, 2013 | 27 | 2013 |
| Volatility co-movements: A time-scale decomposition analysis A Cipollini, IL Cascio, S Muzzioli Journal of Empirical Finance 34, 34-44, 2015 | 22 | 2015 |
| The information content of option-based forecasts of volatility: Evidence from the Italian stock market S Muzzioli The Quarterly Journal of Finance 3 (01), 1350005, 2013 | 22 | 2013 |
| Implied trees in illiquid markets: a Choquet pricing approach S Muzzioli, C Torricelli International journal of intelligent systems 17 (6), 577-594, 2002 | 21 | 2002 |
| On the no-arbitrage condition in option implied trees V Moriggia, S Muzzioli, C Torricelli European Journal of Operational Research 193 (1), 212-221, 2009 | 18 | 2009 |
| The skewness index: uncovering the relationship with volatility and market returns E Elyasiani, L Gambarelli, S Muzzioli Applied Economics 53 (31), 3619-3635, 2021 | 17 | 2021 |
| The pricing of options on an interval binomial tree. An application to the DAX-index option market S Muzzioli, C Torricelli European Journal of Operational Research 163 (1), 192-200, 2005 | 17 | 2005 |
