Pricing Formulae for European Options under the Fractional Vasicek Interest Rate Model

Wen Li HUANG, Xiang Xing TAO, Sheng Hong LI

Acta Mathematica Sinica, Chinese Series ›› 2012 ›› Issue (2) : 219-230.

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Acta Mathematica Sinica, Chinese Series ›› 2012 ›› Issue (2) : 219-230. DOI: 10.12386/A2012sxxb0022
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Pricing Formulae for European Options under the Fractional Vasicek Interest Rate Model

  • Wen Li HUANG1, Xiang Xing TAO1, Sheng Hong LI2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2012(2): 219-230 https://doi.org/10.12386/A2012sxxb0022

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