@misc{liu2021perpetual,
  title={Perpetual callable American volatility options in a mean-reverting volatility model},
  author={Hsuan-Ku Liu},
  year={2021},
  eprint={2104.01127},
  archivePrefix={arXiv},
  primaryClass={q-fin.PR},
  url={https://arxiv.org/abs/2104.01127}
}