In this paper, we introduce reversion conditions for stochastic models. Also we prove that if the models satisfy reversion conditions and the market prices of risks are bounded, then the final-value problem of general two-factor financial derivative equations on rectangular domains has a unique solution. For such problems we can obtain their numerical solutions without using any artificial conditions. Examples show that if the singularity-seperating method and extrapolation techniques are used, then very good solutions can be obtained even on very coarse meshes.
"Multi-Factor Financial Derivatives on Finite Domains." Commun. Math. Sci. 1 (2) 343 - 359, June 2003.