文档标签: Hull-White Model 系统标签: white model bond oorlet lichters coupon DHull-WhiteModel D.1Summary HullandWhite’smodelisaone-factormodeloftheshortrater(t),firstpublished in[85]andgeneralizedlater[86].Throughoutthisappendix,weusethefollowing notationforthemodel: dr(t)=λ(θ(t)−r(...