View in EDS HTML Full Text PDF Full Text

Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options.

Saved in:
Bibliographic Details
Title: Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options.
Authors: Rolloos, Frido1 (AUTHOR) frido.rolloos@riskcare.com, Shiraya, Kenichiro2 (AUTHOR)
Source: Asia-Pacific Financial Markets. Dec2026, Vol. 33 Issue 4, p1781-1794. 14p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:13872834
DOI:10.1007/s10690-025-09556-0