Question: Price a zero-coupon bond with maturity one year under the Vasicek model drt = ( rt)dt + dWt (17.117) with r0 = 0.01,

Price a zero-coupon bond with maturity one year under the Vasicek model
drt = α(μ − rt)dt + σdWt (17.117)
with r0 = 0.01, α = 0.2, μ = 0.01, σ = 0.05.

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