Show that the price of the zero-coupon bond in Hull - White interest rate model is B(t, T) = exp [-R(t) C(t, T) - A(t, T)] where C(t, T) = integral_t^T e^- integral_t^a b(v) dv ds A(t, T) = integral_t^T (a(s) C(s, T) - 1/2 sigma^2 (s) C^2 (s, T)) ds. Show that the price of the zero-coupon bond in Hull - White interest rate model is B(t, T) = exp [-R(t) C(t, T) - A(t, T)] where C(t, T) = integral_t^T e^- integral_t^a b(v) dv ds A(t, T) = integral_t^T (a(s) C(s, T) - 1/2 sigma^2 (s) C^2 (s, T)) ds