【摘要】 确定原生资产的隐含波动率无论是在理论还是实际应用上都有重要意义 .本文利用Green函数法将此问题化为一个“终端”控制问题 ,通过最佳控制解法讨论了控制泛函极小元的存在性定理 ,并给出了极小元所满足的必要条件更多还原

【Abstract】 The implied volatility of the underlying asset is of great implication for both theoretical and practical purpose.The issue is transferred into the terminal control issue with Green functions, and the existence (theorem) of the control functional minimum with the optimal control method is discussed, furthermore the (necessary) condition with which the minimum must meet is given.更多还原