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

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 197726877
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options.
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  Data: <searchLink fieldCode="JN" term="%22Asia-Pacific+Financial+Markets%22">Asia-Pacific Financial Markets</searchLink>. Dec2026, Vol. 33 Issue 4, p1781-1794. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=197726877
RecordInfo BibRecord:
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        Value: 10.1007/s10690-025-09556-0
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 1781
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      – TitleFull: Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options.
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            NameFull: Rolloos, Frido
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            NameFull: Shiraya, Kenichiro
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            – D: 01
              M: 12
              Text: Dec2026
              Type: published
              Y: 2026
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              Value: 33
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