I have trouble understanding why $$V_s = \exp\left(\int_t^s r_u\;du\right) \int_t^s \exp\left(-\int_t^v r_u\;du\right) \theta_v dW_v$$ solves the SDE $$dV_S = \theta_s dW_s + r_sV_sds$$ I tried using Ito's Lemma but I do not really know what function $f$ I should use.
2026-03-25 00:01:03.1774396863
Dynamics of a future option
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