By means of backward stochastic different equation and martingale methods, this paper obtaines general pricing formula of European contingent claim .
利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。
词典释义:
或有债权;未定债权;未定权益
By means of backward stochastic different equation and martingale methods, this paper obtaines general pricing formula of European contingent claim .
利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。