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RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (B2)
d
x
t
=
−
k
x
t
d
t
+
σ
d
W
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaadIhadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcqGHsislcaWGRbGaamiEamaaBaaaleaacaWG0baabeaakiaabsgacaWG0bGaey4kaSIaeq4WdmNaaeizaiaadEfadaWgaaWcbaGaamiDaaqabaaaaa@4583@