you are using vasicek model as the short rate process
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In the Vasicek model, set f(t,r)=exp(−α(T−t)−β(T−t)r).(a) Show ... | Filo
In the Vasicek model, set f(t,r)=exp(−α(T−t)−β(T−t)r).(a) Sho…
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