... Chapter 30 Hull and White model Considerdrt= t,trt dt + t dW t;wheret, t and tare nonrandom functions oft.We can solve the stochastic ... 0;T=ZT0e,Ktdt;A0;T=ZT0Zt0e,Kt+K uu du dt ,12ZT0e2K v2v ZTve,K ydy!2dv :CHAPTER 30. Hull and White model 295utu = tTFigure 30.1: Range of values ofu; tfor the integral.30.1 Fiddling ... its differential must be of the formdB t; T =rtBt; T dt +::: dW t:CHAPTER 30. Hull and White model 297Therefore, we must have,C t; T t , trt ,12C2t; T 2t ,...