In the Hull-White model, a 0.08 and 0.01. Calculate the price of a 1-year European call option
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In the Hull-White model, a 0.08 and 0.01. Calculate the price of a 1-year European call option on a zero-coupon bond that will mature in 5 years when the term structure is flat at 10%, the principal of the bond is $100, and the strike price is $68.P-987
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