Before revision:  In this note, we arrive at the European Call price under the consider the Constant Elasticity of Variance (CEV) model driven by a mixed sub-fractional Brownian motion  .
After revision:  In this note, we arrive at the European Call price under the consider the Constant Elasticity of Variance (CEV) model driven by a mixed sub-fractional Brownian motion . Empirical tests show the capacity of the proposed model to capture the temporal structure of option prices across different maturities .