假设无风险利率遵循Vasicek模型，运用混合分数布朗运动的Itô公式，将欧式期权的定价转化成一个偏微分方程的求解问题。最后，通过求解偏微分方程获得了欧式期权的定价公式。%Assuming that the riskless interest rate is driven by Vasicek model , the European option pricing is changed into the question of solving partial differential equation by It ô formula of mixed fractional Brownian motion . Finally , a general pricing formula of European option is obtained by using the partial differential equation method .
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