keyword Hull-White model ‎/ (1 Article)

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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 option Hull-White model parabolic differential equation

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