Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX

• DOI: http://doi.org/10.1111/fire.12183
• Published date: 01 February 2019
• Author: Cheng Yan,Bo Zhao,Stewart Hodges
• Date: 01 February 2019

The Financial Review 54 (2019) 165–199

Withdrawn: Three One-Factor Processes

for Option Pricing with a Mean-Reverting

Underlying: The Case of VIX

Bo Zhao

Fucius Capital Hedge Fund London

Cheng Yan∗

Essex Business School

Stewart Hodges

Sir John Cass Business School

Abstract

The above article from the Financial Review, published online on 6 January 2019 in

Wiley Online Library (https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12183), has been

withdrawn by agreement between Srini Krishnamurthy and Richard Warr,the Editors-in-Chief,

and Wiley Periodicals, Inc. The withdrawal has been agreed because it became evident after

publication that sufficient written permission from the coauthors was not collected by the

corresponding author prior to publication.

∗Corresponding author: Essex Business School, Essex University, Colchester, CO4 3SQ, UK;

Phone: +44 (0) 7579680117; Fax: +44 (0) 191 3345201; E-mail: yancheng54@gmail.com.

C2019 The Eastern Finance Association 165