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  Analytical and numerical solutions for the pricing of a combination of two financial derivatives in a market under Hull-White model

  Writer : Sahebi Fard، Hossein ؛ Abdolbaghi Ataabadi، Abdolmajid ؛ Corresponding Author : Dastranj، Elham ؛

  Journal:Advances in Mathematical Finance and Applications»Autumn 2022, Volume 7 - Issue 4 Ranking الف (Ministry of Science/ISC (‎11 page(s) - From 1013 to 1023 )

  Keywords:zero-coupon bond optionHull-White modelparabolic differential equation

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