APA (7th ed.) Citation

Rolloos, F., & Shiraya, K. (2026). Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options. Asia-Pacific Financial Markets, 33(4), 1781. https://doi.org/10.1007/s10690-025-09556-0

Chicago Style (17th ed.) Citation

Rolloos, Frido, and Kenichiro Shiraya. "Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options." Asia-Pacific Financial Markets 33, no. 4 (2026): 1781. https://doi.org/10.1007/s10690-025-09556-0.

MLA (9th ed.) Citation

Rolloos, Frido, and Kenichiro Shiraya. "Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options." Asia-Pacific Financial Markets, vol. 33, no. 4, 2026, p. 1781, https://doi.org/10.1007/s10690-025-09556-0.