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在Ｐｌｉｓｋａ和Ｓｅｌｂｙ所建立模型的基础上，研究了具有固定交易费用的证券投资决策问题．通过进行函数变换，将证券投资决策的一类多维二阶偏微方程自由边界问题转化成特别简单的一类偏微分方程自由边界问题．
Based on the model established by Pliska and Selby, we study the problem of securities investment decision with fixed transaction costs. Through the function transformation, the free boundary problem of a kind of multidimensional second order partial differential equation of securities investment decision-making is transformed into a particularly simple free boundary problem of partial differential equations.