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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中国科学院数学与系统科学研究院期刊网
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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

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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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