Bond and Option Prices under Skew Vasicek Model with Transaction Cost

Table 2

The comparison of the skew and other versions of the Vasicek model by Ireland interest rate data.

Time	12/2012	12/2013	12/2014	12/2015
Real data	0.467	0.348	0.131	0.112
Standard Vasicek model	0.3283	0.2243	0.1740	0.1000
Fractional Vasicek model	0.3609	0.2436	0.1732	0.0960
Skew Vasicek model	0.4216	0.3628	0.1268	0.1191