Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX

Bo Zhao, Cheng Yan, Stewart Hodges

DOI: 10.1111/fire.12183
Published: 2019-01-06
Container: Financial Review
Publisher: Wiley
Open access: unknown

Credibility signals

serious concern Score 29/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

supportingDOI registered: A matching record was returned by Crossref. Source: Crossref; license: CC0 metadata
supportingDOI resolves: A matching record was returned by Crossref. Source: Crossref; license: CC0 metadata
not scoredDirectory of Open Access Journals: No matching DOAJ record was present in this response. No allow-list match; this is not evidence of low credibility. Source: DOAJ; license: CC0
not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
serious concernRetraction Watch retraction: 1 retraction notice matched this DOI. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch expression of concern: No expression of concern notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch correction: No correction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredOpen access status: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer

Cite this work

BibTeX

@article{allodium:10.1111/fire.12183,
  title = {Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX},
  author = {Bo Zhao and Cheng Yan and Stewart Hodges},
  year = {2019},
  journal = {Financial Review},
  doi = {10.1111/fire.12183},
  url = {https://doi.org/10.1111/fire.12183}
}

RIS

TY  - JOUR
TI  - Withdrawn: Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX
AU  - Bo Zhao
AU  - Cheng Yan
AU  - Stewart Hodges
PY  - 2019
JO  - Financial Review
DO  - 10.1111/fire.12183
UR  - https://doi.org/10.1111/fire.12183
ER  -

APA

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

Source records

crossref · retrieved 2026-09-25T17:37:11.740Z