Zhao, B., Yan, C. and Hodges, S. (2019), Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review, 54: 165–199. https://doi.org/10.1111/fire.12183

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on 6 January 2019 in Wiley Online Library (https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12183), has been withdrawn by agreement between Srini Krishnamurthy and Richard Warr, the (previous) Editors-in-Chief, and Wiley Periodicals, Inc. The withdrawal has been agreed because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.

Zhao, B.、Yan, C. 和 Hodges, S. (2019)，具有均值回归基础的期权定价的三个单因素过程：VIX 案例。金融评论，54：165-199。https://doi.org/10.1111/fire.12183

以上来自《金融评论》的文章于2019 年 1 月 6 日在线发表于 Wiley 在线图书馆 (https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12183)，经 Srini Krishnamurthy 和 Richard 同意撤回Warr、（前任）主编和 Wiley Periodicals, Inc. 已同意撤回，因为在出​​版后很明显，在出版之前，通讯作者没有收集到共同作者的足够书面许可。