On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.
在此基础上，建立了具有随机寿命的欧式未定权益定价模型，并得到一些具体的欧式未定权益定价公式。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
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