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摘要翻译：
本文比较了两种经典的单因素扩散模型对利率期限结构的影响。其中一个是基于Wiener-Bachelier过程，第二个是基于Ornstein-Uhlenbeck过程。在这些模型中，我们展示了零息债券的欧式看涨期权价格之间的本质差异。
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英文标题：
《The price of bond and European option on bond without credit risk.
Classical look and its quantum extension》
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作者：
Edward W. Piotrowski, Malgorzata Schroeder, Anna Szczypinska
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最新提交年份：
2008
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
In this paper we compare two classical one-factor diffusion models which are used to model the term structure of interest rates. One of them is based on the Wiener-Bachelier process while the second one is based on the Ornstein-Uhlenbeck process. We show essential differences between the prices of European call options on a zero-coupon bond in these models.
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PDF链接：
https://arxiv.org/pdf/0803.4282
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