文摘
英文文摘
Chapter 1 Introduction
Chapter 2 The Definition of FS-RBSDEs and the corresponding Skorohod Lemma
§2.1 The Definition of FS-RBSDEs
§2.2 Skorohod Lemma
Chapter 3 Comparison Theorem
Chapter 4 Existence and Uniqueness Theorem
Chapter 5 FS-RBSDEs and optimal stopping time problems
Chapter 6 g-Martingale Theory in a discrete time and finite state space
§6.1 g-Expectations and g-Martingales
§6.2 Optional Sampling Theorem for Gσ,r(·)
§6.3 Applications to multiple prior martingale under Knightian uncertainty
§6.4 Applications to optimal stopping problems in a multiple prior framework
Chapter 7 Applications to American Contingent Claims
§7.1 The model of pricing of American Options in a dynamically complete market
§7.2 The model of pricing of American Options in an incomplete market
References
致谢
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