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. Consider the Vasioek two-factor Gaussian model and further assume that k}, 0.3 are positive constants. Fix the time horizon T = 0.5 and let
. Consider the Vasioek two-factor Gaussian model and further assume that k}, 0.3 are positive constants. Fix the time horizon T = 0.5 and let M0) = 0.05, a = 2 and E : 0.12. a) For which E the probability of the event {A(T)
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