Akgul, AliSoleymani, Fazlollah2024-12-242024-12-242019978-0-7354-1854-70094-243Xhttps://doi.org/10.1063/1.5114233https://hdl.handle.net/20.500.12604/5826International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) -- SEP 13-18, 2018 -- Rhodes, GREECEThe main objective of the present research is to calculate the weights of a fourth order finite difference (FD) numerical method in option pricing of the financial Heston-Hull-White (HHW) PDE arising in real markets, when in the dynamic of the model, not only the asset price but all the volatility and interest rates are stochastic.eninfo:eu-repo/semantics/closedAccessConference Object2116N/AWOS:000521108600232Q42-s2.0-8506997127910.1063/1.5114233