Marek Kocinski. Hedging of the European option in discrete time under proportional transaction costs. Math. Meth. of OR, 59(2):315-328, 2004. [doi]
@article{Kocinski04,
title = {Hedging of the European option in discrete time under proportional transaction costs},
author = {Marek Kocinski},
year = {2004},
doi = {10.1007/s001860300323},
url = {http://dx.doi.org/10.1007/s001860300323},
researchr = {https://researchr.org/publication/Kocinski04},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {59},
number = {2},
pages = {315-328},
}