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.