The Hull-White model is an interest rate derivatives pricing model. This model makes the assumption that very short-term rates are normally distributed and revert to the mean.

Hull-White Model. It is an extension of the Vasicek model that includes time-varying parameters to fit the initial term structure ... AI Will Continue to Enhance Interest Rate Derivative Pricing.

The financial industry has been rapidly integrating Artificial Intelligence (AI) to enhance various aspects of its operations, including the pricing of interest rate derivative contracts. Interest ...