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

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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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