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Meindl, Peter J.; Primbs, James A. Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach. (English) Zbl 1134.91367 Quant. Finance 8, No. 3, 299-312 (2008). MSC: 91G10 91G20 90C15 PDFBibTeX XMLCite \textit{P. J. Meindl} and \textit{J. A. Primbs}, Quant. Finance 8, No. 3, 299--312 (2008; Zbl 1134.91367) Full Text: DOI