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. |
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| 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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