【摘要】 试图从金融与数学的角度 ,通过对数理金融学中连续交易模型下的未定权益与投资消费问题的部分简单介绍 ,从一个侧面展示随机分析与金融学的辩证关系 :一方面 ,随机分析是金融学研究的强有力工具 ;另一方面 ,来自金融学中的问题已成为随机分析理论新发展的巨大动力和源泉。更多还原

【Abstract】 From both financial and mathematical points of view, this paper has partially surveyed continuous-time methods on contingent claims and investment and consumption.By this way,the paper attempts to show the dialectical relations in a degree between Stochastic Analysis and Finance: On the one hand, Stochastic Analysis is a powerful tool for the studies of Finance. On the other hand, problems arising from Finance have become significant impetuses and sources of new developments in Stochastic Analysis.更多还原