In the HullWhite model, a 0:08 and 0:01. Calculate the price of a 1-year European call
Chapter 31, Problem 31.11(choose chapter or problem)
In the HullWhite model, a 0:08 and 0:01. Calculate the price of a 1-year European call option on a zero-coupon bond that will mature in 5 years when the term structure is flat at 10%, the principal of the bond is $100, and the strike price is $68.
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