Realized volatility moments implied by options with applications to the pricing of realized volatility options

Frido Rolloos, Kenichiro Shiraya

Year of publication:	[2024]
Authors:	Rolloos, Frido ; Shiraya, Kenichiro
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	Stochastic volatility \| implied volatility \| volatility options \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process \| Derivat \| Derivative

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