Before revision:  However since the agent does not know exactly the correlation factor, this may induce an infinite loss instead of an infinite gain. Finally weakening the information own by the agent , and assuming that she only knows a lower-bound  for the terminal value of the interest rate process, we show that the value of the information is finite  .
After revision:  However , weakening the information own by the agent , and assuming that she only knows a lower-bound for the terminal value of the interest rate process, we show that the value of the information is finite .