Question: Exercise 15.2 Show that the density function (15.4) can be expressed as (15.6). Using this, prove that the MGF of the spot rate r(t) in

Exercise 15.2 Show that the density function (15.4) can be expressed as

(15.6). Using this, prove that the MGF of the spot rate r(t) in the CIR model is given by (15.5).

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