<p>1题目： Discretely adjusted option hedges</p><p>&nbsp;&nbsp; 作者：.Boyle P.and Emanuel,D.</p><p>&nbsp;&nbsp; 期刊：Journal of Financial Economics 8,259-82.</p><p></p><p>&nbsp; 链接：http://www.sciencedirect.com/science/article/B6VBX-45KNKM9-14/2/6ed8c8c947961cb0c3e994c82db6ab5f<br/>2 题目：Option Replication in Discrete Time with Transaction Costs </p><p>&nbsp; 作者：Boyle P.P.&amp; T. Vorst</p><p>&nbsp; 期刊：Journal of Finance,1992,47(3): 271-293</p><p>&nbsp; 链接：http://www.jstor.org/pss/2329098</p><p>3题目：Optimal delta-hedging under Transaction Costs</p><p>&nbsp; 作者：Clewlow , L. , and S. Hodges </p><p>&nbsp; 期刊：Journal of Economic Dynamics and Control 21, 133-1376</p><p>&nbsp; 链接：http://www.sciencedirect.com/science/article/B6V85-3SWYBJD-4/2/d20c450004500d17a476dcf41067106c</p><p>4 题目：Minimizing Transaction Costs of Option Hedging Strategies</p><p>&nbsp;&nbsp; 作者：Grannan,E.R. &amp; G.H. Swindle</p><p>&nbsp;&nbsp; 期刊：Mathematical Finance, 1996, 6(4):341-364</p><p>&nbsp;&nbsp; 链接：http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9965.1996.tb00121.x?journalCode=mafi</p><p>5.题目：Hedging option portfolios in the presence of transaction costs</p><p>&nbsp;&nbsp; 作者：Hoggard,T.,Whalley,A.E.,and Wilmott,P.&nbsp;&nbsp;（1992）</p><p>&nbsp;&nbsp; 链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=5732</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 先谢谢啦！</p><p></p><p></p><p></p><p></p><p>&nbsp;&nbsp; </p><p></p><p></p><p></p>