金融衍生产品的极小化定价方法
Pricing financial derivatives by a minimizing method
摘要：
我们将研究倒向随机微分方程，并给出了解的存在性的一种新方法。这类方程在完全市场的金融衍生品定价中经常出现。因此，识别的解决方案作为唯一的元素，在一定的巴拿赫空间，适当选择的功能达到其最小值成为有趣的数值计算。
英文摘要：
We shall study backward stochastic differential equations and we will present a new approach for the existence of the solution. This type of equation appears very often in the valuation of financial derivatives in complete markets. Therefore, the identification of the solution as the unique element in a certain Banach space where a suitably chosen functional attains its minimum becomes interesting for numerical computations.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
