The price of bond and European option on bond without credit risk.   Classical look and its quantum extension
  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. 
Edward W. Piotrowski, Malgorzata Schroeder, Anna Szczypinska