European Call Option under Stochastic Interest Rate in a Fractional Brownian Motion with Transaction Cost. European Journal of Pure and Applied Mathematics, Maryland, USA, v. 17, n. 3, p. 2299–2310, 2024. DOI: 10.29020/nybg.ejpam.v17i3.5107. Disponível em: https://www.ejpam.com/index.php/ejpam/article/view/5107. Acesso em: 22 dec. 2024.