What is the process followedby the bond price, Financial Management

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What is the process followedby the bond price

Problem

Suppose that x is the yield to maturity with continuous compounding on a zero-coupon bond thatpays off $1 at time T. Assume that x follows the processdx = a (x0 - x) dt + sxdzwhere a, x0, and s are positive constants and dz is a Wiener process. What is the process followedby the bond price?

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Financial Management: What is the process followedby the bond price

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