When the forward rate volatility, st; T, in HJM is eaTt , the HullWhite model results
Chapter 32, Problem 32.4(choose chapter or problem)
When the forward rate volatility, st; T, in HJM is eaTt , the HullWhite model results. Verify that this is true by showing that HJM gives a process for bond prices that is consistent with the HullWhite model in Chapter 31.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer