Recent studies have found that financial markets have self-similarity and long-term dependencies, which can be modeled using fractional Brownian motion. By integrating fractional stochastic volatility, models have a greater chance of being more useful in practice than those using standard Brownian motion. In addition, to make the simulation more realistic, a combination of stochastic interest rates and volatility can be used in hybrid models. The model suggested in this research includes a stochastic interest rate derived from the CIR process and partial sto-chastic volatility. By using techniques such as replication, Ito's lemma, and Ma-liavin calculation, a partial differential equation was created to analytically evalu-ate European options.