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Under some relatively strong assumptions, I achieve the Existence and Uniqueness Theorem, Comparison Theorem, Convexity Theorem. 并且在效用函數(shù)滿足比較強(qiáng)的條件下，得到了定價(jià)系統(tǒng)解的存在唯一性定理，比較定理，凸性定理。