Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX |
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| Authors: | Bo Zhao Cheng Yan Stewart Hodges |
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| Affiliation: | 1. Fucius Capital Hedge Fund London;2. Essex Business SchoolCorresponding author: Essex Business School, Essex University, Colchester, CO4 3SQ, UK;3. Phone: +44 (0) 7579680117;4. Fax: +44 (0) 191 3345201;5. E‐mail: .;6. Sir John Cass Business School |
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| 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on 6 January 2019 in Wiley Online Library ( https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12183 ), has been withdrawn by agreement between Srini Krishnamurthy and Richard Warr, the Editors‐in‐Chief, and Wiley Periodicals, Inc. The withdrawal has been agreed because it became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. |
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