On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+On American VIX options under the generalized 3/2 and 1/2 models
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+The Valuation of Volatility Options
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+Two singular diffusion problems
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+STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
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+Multilayer feedforward networks are universal approximators
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+A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes
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+Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model
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