中文摘要：

本文首先提出混合型未定权益,在股票价格服从带有Markov调制参数的跳跃-扩散过程时,研究均值-方差准则下混合型未定权益的最优套期保值问题,通过构造倒向微分方程和随机LQ最优控制方法,得到最优套期保值策略的显式表示,然后针对连续局部鞅与连续半鞅的条件下,分别给出了混合型未定权益的最优二次套期保值策略,并证明对于以上三种股价情况,混合未定权益与单个未定权益的最优套期保值策略之间具有凸性关系.

英文摘要：

The mix contingent claims is first introduced to this paper, the paper is devoted to the problem of hedging a mix contingent claims in the framework of a Jump-diffusion model. No approach these problems from the perspective of linear-quadratic （LQ） optimal control and backword stochastic differential equation; then the optimal hedging strage of a mix contingent claims is derived for the price of the a continuous local martingale and continuous semimartingale, the convex property is received to the each optimal hedging strages fou the every contingents.