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在有交易费的常系数投资消费模型下,讨论了资产折算的一个重要的基本性质,即给出了资产折算函数是变分不等式的粘性上解这一基本结果。
Under the constant coefficient investment and consumption model with transaction costs, an important basic property of asset conversion is discussed. That is to say, the basic result that the asset conversion function is the viscous solution to variational inequality is given.