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

Subject Areas : Financial Mathematics

Hossein Sahebi Fard ¹ , Elham Dastranj ² , Abdolmajid Abdolbaghi Ataabadi ³

1 - Department of Mathematics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.
2 - Department of Mathematics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.
3 - Department of Management, Faculty of Industrial Engineering and Management, Shahrood University of Technology, Shahrood, Semnan, Iran.

Received: 2020-06-15 Accepted : 2021-12-11 Published : 2022-10-01

Keywords:

References:

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