1 1 e-(1-0) + ab Verify that the expression: 1 C(t,T) = e-(T-1) a(a - b) b(a - b) is the solution to the differential eq
Posted: Tue May 10, 2022 7:23 pm
1 1 e-(1-0) + ab Verify that the expression: 1 C(t,T) = e-(T-1) a(a - b) b(a - b) is the solution to the differential equation: 1- e-a(T-t) Ct(t,T) + - 6C(t, T) = 0 a