%0 Journal Article
%T Reachability and Properties of Discount Asset Optimization under Transaction Costs<br>有交易费的折算资产优化性质和可达性
%A XU Shimeng
%A ZHANG Yuzhong
%A <br>许世蒙
%A 张玉忠
%J 控制理论与应用
%D 2002
%I 
%X We introduce the discount asset function for the given market model under transaction costs, and discuss the reachability and properties of the asset optimization by using the methods of auxiliary martingales and convex analysis.
%K transaction costs
%K discount asset
%K properties of asset optimization
%K reachability<br>交易费
%K 辅助鞅
%K 折算资产
%K 资产优化性质
%K 可达性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=7E0E12165886DF8F&yid=C3ACC247184A22C1&vid=2A8D03AD8076A2E3&iid=CA4FD0336C81A37A&sid=1AE5323881A5ECDC&eid=D997634CFE9B6321&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=3&reference_num=9