1. 

   ????? Member

   Hi
   
   Does anyone know what the "L" stands for in the Price of a ZCB for the Vasicek model on pg 44 of the table book?

    

   ?????, Apr 11, 2008

   #1
2. 

   ????? Member

   Ah yes, thanks for the response. Was treating beta as b (mu) and that just confused the whole issue.
   
   Thanks again.

    

   ?????, Apr 12, 2008

   #2

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