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典型文献
THE METRIC GENERALIZED INVERSE AND ITS SINGLE-VALUE SELECTION IN THE PRICING OF CONTINGENT CLAIMS IN AN INCOMPLETE FINANCIAL MARKET
文献摘要:
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:ln1 → l2 from a non-reflexive Banach space ln1 to a Hilbert space l2,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 Aσ=A+of A?.
文献关键词:
作者姓名:
Zi WANG;Xiaoling WANG;Yuwen WANG
作者机构:
School of Mathematics Sciences,Harbin Normal University,Harbin 150025,China;Institute of Finance,Heilongjiang University of Finance and Economics,Harbin 150025,China;International School,Krirk University,Bangkok 10220,Thailand;School of Mathematics Science,Harbin Normal University,Harbin 150025,China
引用格式:
[1]Zi WANG;Xiaoling WANG;Yuwen WANG-.THE METRIC GENERALIZED INVERSE AND ITS SINGLE-VALUE SELECTION IN THE PRICING OF CONTINGENT CLAIMS IN AN INCOMPLETE FINANCIAL MARKET)[J].数学物理学报(英文版),2022(04):1681-1689
A类:
METRIC,GENERALIZED,INVERSE,SINGLE,VALUE,SELECTION,PRICING,CONTINGENT,CLAIMS,INCOMPLETE,FINANCIAL,MARKET,Nashed,Votruba,Concerned,ln1,A+of
B类:
THE,AND,ITS,OF,This,article,continues,study,suggestions,depth,made,by,journal,Bull,Amer,Math,Soc,pricing,reachable,contingent,claims,incomplete,financial,market,when,constructing,specific,bounded,linear,l2,from,reflexive,Banach,space,Hilbert,problem,reduced,researching,single,valued,selection,set,metric,generalized,inverse,In,this,paper,using,structure,theory,method,operators,we,obtain
AB值:
0.434367
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