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The solution of the valuation problem as a solution of relevant Hamilton-Jacobi-Bellman (HJB) equation is presented based on their previous results [SIAM J. Control Optimization 36, No.6, 2082--2102 (1998; Zbl 0908.93072)], where the same model was investigated via dynamic programming methods. The main result of the present paper is the so-called ``contingent claim verification theorem'' which relates the solution of HJB equation with the investment's contingent claim price. This theorem established in rigorous way the equivalence of two approaches to the problem of asset valuation. 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