참고문헌
- Ordinary differential equations in Banach Space K.Deimling
- Elliptic partial differential equations of second order D.Gilbarg;N.S.Trudinger
- Lectures on the mathematics of finance I.Karatzas
- Arbitrage pricing of contingent claims S.Muller
In this paper we set the stock price model in security market when the price process is a continuous semartingale and find a unigue solution of price process model.