Pricing Nikkei 225 Options Using Realized Volatility
Version of Record online: 15 NOV 2013
© 2013 Japanese Economic Association
The Japanese Economic Review
Volume 65, Issue 4, pages 431–467, December 2014
How to Cite
Ubukata, M. and Watanabe, T. (2014), Pricing Nikkei 225 Options Using Realized Volatility. Japanese Economic Review, 65: 431–467. doi: 10.1111/jere.12024
- Issue online: 27 OCT 2014
- Version of Record online: 15 NOV 2013
- Manuscript Accepted: 5 SEP 2013
- Ministry of Education, Culture, Sports, Science and Technology of the Japanese Government. Grant Numbers: 18203901, 21243018, 22243021, 23730301
- Hitotsubashi University
- Joint Usage and Research Center, Institute of Economic Research, Hitotsubashi University. Grant Numbers: IERPK1109, 1206
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