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In the Hull-White model, $r_t$ follows the Ito process as described by the following stochastic differential equation $$d{{r}_{t}}=(\alpha (t)-\beta (t)\,{{r}_{t}})dt+\sigma (t)d{{W}_{t}^Q}$$ let $$K(t)=\int_{0}^{t}{\beta (u)\,du}$$ then the zero coupon bond price is given by equation $$p(t\,,T)=exp\,[-A(t\ ,T)-r(t)B(t,T)\,]$$ where \begin{align} & ...