European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process
DOI10.15559/VMSTA-2014.1.1.2zbMATH Open1336.60134OpenAlexW2049156519MaRDI QIDQ486871FDOQ486871
Authors: G. Rizhniak, Yuliya S. Mishura, V. P. Zubchenko 
Publication date: 16 January 2015
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/vmsta-2014.1.1.2
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