How do we get a full interest rate mode by use of the Chaos models? There might be more than one correct answer.

a. We exogenously specify the random variableX∞, and this eventually leads to an interest rate model

b. We assume directly the dynamics of the short rate and this is an interest rate model

c. We exogenously specify the state price density process and this eventually leads to an interest rate model

d. We exogenously specify the numeraire asset y process and this eventually leads to an interest rate model

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