RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (B7)

d V t = d P A h d P B = ( μ A h μ B ) d t + ( σ A h σ B ) d W t . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaqGKbGaamOvamaaBaaaleaacaWG0baabeaakiabg2da9iaabsgacaWGqbWaaWbaaSqabeaacaWGbbaaaOGaeyOeI0IaamiAaiaabsgacaWGqbWaaWbaaSqabeaacaWGcbaaaaGcbaGaeyypa0ZaaeWaaeaacqaH8oqBdaahaaWcbeqaaiaadgeaaaGccqGHsislcaWGObGaeqiVd02aaWbaaSqabeaacaWGcbaaaaGccaGLOaGaayzkaaGaaeizaiaadshacqGHRaWkdaqadaqaaiabeo8aZnaaCaaaleqabaGaamyqaaaakiabgkHiTiaadIgacqaHdpWCdaahaaWcbeqaaiaadkeaaaaakiaawIcacaGLPaaacaqGKbGaam4vamaaBaaaleaacaWG0baabeaakiaac6caaaaa@5A59@