Question: In the previous problem, show that Plt, T) = expl (T-t) [f(0, t) _ r(t)-Tt(T-t)))
Plt, T) = expl (T-t) [f(0, t) _ r(t)-Tt(T-t)))
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Solving the previous problem with drt tdt dW you can find that Th... View full answer
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