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 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，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。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
通过鞅方法构造耦合算子，研究了多值随机微分方程中的耦合方法。
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.
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