Eric Beutner. Mean-variance hedging under transaction costs. Math. Meth. of OR, 65(3):539-557, 2007. [doi]
@article{Beutner07,
title = {Mean-variance hedging under transaction costs},
author = {Eric Beutner},
year = {2007},
doi = {10.1007/s00186-006-0134-9},
url = {http://dx.doi.org/10.1007/s00186-006-0134-9},
researchr = {https://researchr.org/publication/Beutner07},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {65},
number = {3},
pages = {539-557},
}