This article continues to study the research suggestions in depth made by M.Z.Nashed and G.F.Votruba in the journal"Bull.Amer.Math.Soc."in 1974.Concerned with the pricing of non-reachable"contingent cla...This article continues to study the research suggestions in depth made by M.Z.Nashed and G.F.Votruba in the journal"Bull.Amer.Math.Soc."in 1974.Concerned with the pricing of non-reachable"contingent claims"in an incomplete financial market,when constructing a specific bounded linear operator A:l_(1)^(n)→l_(2) from a non-reflexive Banach space l_(1)^(n) to a Hilbert space l_(2),the problem of non-reachable"contingent claims"pricing is reduced to researching the(single-valued)selection of the(set-valued)metric generalized inverse A■ of the operator A.In this paper,by using the Banach space structure theory and the generalized inverse method of operators,we obtain a bounded linear single-valued selection A^(σ)=A+of A■.展开更多
基金supported by the National Science Foundation (12001142)Harbin Normal University doctoral initiation Fund (XKB201812)supported by the Science Foundation Grant of Heilongjiang Province (LH2019A017)
文摘This article continues to study the research suggestions in depth made by M.Z.Nashed and G.F.Votruba in the journal"Bull.Amer.Math.Soc."in 1974.Concerned with the pricing of non-reachable"contingent claims"in an incomplete financial market,when constructing a specific bounded linear operator A:l_(1)^(n)→l_(2) from a non-reflexive Banach space l_(1)^(n) to a Hilbert space l_(2),the problem of non-reachable"contingent claims"pricing is reduced to researching the(single-valued)selection of the(set-valued)metric generalized inverse A■ of the operator A.In this paper,by using the Banach space structure theory and the generalized inverse method of operators,we obtain a bounded linear single-valued selection A^(σ)=A+of A■.
