24.7 ransformation of the General model dx=o(r)+u-ax]dt +0, d= du =-budt +o,dz2 Where x= f(r) and the correlation between dz, and dz, is p We define y=x+u/(b-a)so that y=[()-ay] du=-budt +o2dz2 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 24.7 Transformation of the General Model     dx t u ax dt dz du budt dz x f r dz dz y x u b a dy t ay dt dz du budt dz = + − + = − + = = + − = − + = − +        ( ) ( ) ( ) ( ) 1 1 2 2 1 2 3 3 2 2 where and the correlation between and is We define so that