2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208808Based on empirical market data, a stochastic volatility model is proposed with volatility driven by fractional noise. The model is used to obtain a risk-neutrality option pricing formula and an option pricing equation.17 pages Latex, 2 figuresOther Condensed MatterStatistical MechanicsPricing of Securitiestext