ά
,,,,., = (),, (1) (4) :,,,, (1),. (2),, =. (3),,. (4),,,,.. (1) (3), (4).,,., () : = , ( ) : = F 1 + F 2 + F 3 + ( ) : = i Fj j=1 2
Milnor 1 ( ), IX,. [KN].,. 2 : (1),. (2). 1 ; 1950, Milnor[M1, M2]. Milnor,,. ([Hil, HM, IO, St] ).,.,,, ( 2 5 )., Milnor ( 4.1)..,,., [CEGS],. Ω m, P
,. Black-Scholes u t t, x c u 0 t, x x u t t, x c u t, x x u t t, x + σ x u t, x + rx ut, x rux, t 0 x x,,.,. Step 3, 7,,, Step 6., Step 4,. Step 5,,.
(iii) 0 V, x V, x + 0 = x. 0. (iv) x V, y V, x + y = 0., y x, y = x. (v) 1x = x. (vii) (α + β)x = αx + βx. (viii) (αβ)x = α(βx)., V, C.,,., (1)