In this paper,through applying the result of backward stochastic differential equations,it investigates a domination for pricing of the contingent claims by the use of nonlinear infinitesimal generator of process X. T...In this paper,through applying the result of backward stochastic differential equations,it investigates a domination for pricing of the contingent claims by the use of nonlinear infinitesimal generator of process X. This domination provides a guide for valuing the price of the position on the financial market.展开更多
基金National Natural Science Foundation of China (No.10571025)Key Project of Chinese Ministry of Education (No.106076)
文摘In this paper,through applying the result of backward stochastic differential equations,it investigates a domination for pricing of the contingent claims by the use of nonlinear infinitesimal generator of process X. This domination provides a guide for valuing the price of the position on the financial market.
