The HullWhiteModel command creates a Hull-White model with the specified parameters. Under this model the short rate process  has the following dynamics with respect to the risk-neutral measure.

The Finance[HullWhiteModel] command was introduced in Maple 15.

For more information on Maple 15 changes, see Updates in Maple 15.

Brigo, D., Mercurio, F., Interest Rate Models: Theory and Practice, New York: Springer-Verlag, 2001.

Glasserman, P., Monte Carlo Methods in Financial Engineering, New York: Springer-Verlag, 2004.

Hull, J., Options, Futures, and Other Derivatives, 5th. edition, Upper Saddle River, New Jersey: Prentice Hall, 2003.

Vasicek, O.A., An Equilibrium Characterization of the Term Structure, Journal of Financial Economics, 5 (1977), pp 177-188.