On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615): Difference between revisions
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Revision as of 13:14, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the pricing formula for the perpetual American volatility option under the mean-reverting processes |
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On the pricing formula for the perpetual American volatility option under the mean-reverting processes (English)
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11 October 2021
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free boundary problem
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American volatility options
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neural network approach
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