Consider the three-factor stochastic volatility model [see (7.3.17)], by assuming constant market prices of risk r

Consider the three-factor stochastic volatility model [see (7.3.17)], by assuming constant market prices of risk λ_r,λ_r and λ_v, show that the bond price function B(t, T) satisfies the partial differential equation

Suppose the discount bond price function admits the following exponential affine term structure

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a B ат = va2B €2v J²B n² ə2 в 2 0 2 + - - + 2 272 2 8r2 aB — +[a(r-r) - 2rvo] ар а B ου + [r (U - v) - hus Vo]- - 22 B аr v + pu. + [B(0 — T) — 2zn]- ar -r B, ав ar t = T - t.