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| 2012, Vol. (2): 219-230 DOI: 10.12386/A2012sxxb0022 | ||
| Pricing Formulae for European Options under the Fractional Vasicek Interest Rate Model | ||
| Wen Li HUANG1, Xiang Xing TAO1, Sheng Hong LI2 | ||
| 1. Institute of Applied Mathematics, Zhejiang University of Science and Technology, Hangzhou 310023, P. R. China; 2. Institute of Mathematical Finance, Department of Mathematics, Zhejiang University, Hangzhou 310027, P. R. China |
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| Received 2010-09-01 Revised 2011-07-04 | ||
| Supporting info | ||
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