1题目： Discretely adjusted option hedges

   作者：.Boyle P.and Emanuel,D.

   期刊：Journal of Financial Economics 8,259-82.

  链接：http://www.sciencedirect.com/science/article/B6VBX-45KNKM9-14/2/6ed8c8c947961cb0c3e994c82db6ab5f
2 题目：Option Replication in Discrete Time with Transaction Costs

  作者：Boyle P.P.& T. Vorst

  期刊：Journal of Finance,1992,47(3): 271-293

  链接：http://www.jstor.org/pss/2329098

3题目：Optimal delta-hedging under Transaction Costs

  作者：Clewlow , L. , and S. Hodges

  期刊：Journal of Economic Dynamics and Control 21, 133-1376

  链接：http://www.sciencedirect.com/science/article/B6V85-3SWYBJD-4/2/d20c450004500d17a476dcf41067106c

4 题目：Minimizing Transaction Costs of Option Hedging Strategies

   作者：Grannan,E.R. & G.H. Swindle

   期刊：Mathematical Finance, 1996, 6(4):341-364

   链接：http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9965.1996.tb00121.x?journalCode=mafi

5.题目：Hedging option portfolios in the presence of transaction costs

   作者：Hoggard,T.,Whalley,A.E.,and Wilmott,P.  （1992）

   链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=5732

                                                                                                             先谢谢啦！