Reference:

Erik Aurell and Paolo Muratore-Ginanneschi. Optimal hedging of derivatives with transaction costs. International Journal of Theoretical and Applied Finance, 9:1051–1069, 2006.

Suggested BibTeX entry:

@article{paperV,
    author = {Erik Aurell and Paolo Muratore-Ginanneschi},
    journal = {International Journal of Theoretical and Applied Finance},
    pages = {1051-1069},
    title = {Optimal hedging of Derivatives with transaction costs},
    volume = {9},
    year = {2006},
}