RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (B10)
∂
P
∂
t
=
r
t
P
−
(
μ
r
−
λ
r
σ
r
)
∂
P
∂
r
−
1
2
σ
r
2
∂
2
P
∂
r
2
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