Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX

Published date01 February 2019
AuthorCheng Yan,Bo Zhao,Stewart Hodges
Date01 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Withdrawn: Three One-Factor Processes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
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withdrawn by agreement between Srini Krishnamurthy and Richard Warr,the Editors-in-Chief,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.
C2019 The Eastern Finance Association 165

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