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针对所给出的有交易费的资产模型，引入了资产折算函数，并利用辅助鞅和凸函数对偶方法，讨论了该模型下折算资产优化的性质。
Aiming at the asset model with given transaction costs, asset conversion function is introduced. By using the auxiliary martingale and convex function duality method, the properties of the asset conversion under the model are discussed.