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Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX
Author(s) -
Zhao Bo,
Yan Cheng,
Hodges Stewart
Publication year - 2019
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/fire.12183
Subject(s) - mean reversion , permission , economics , history , financial economics , actuarial science , political science , law
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