@article{deltahedgingwithtransactioncostsdynamic,
  title = {Delta Hedging with Transaction Costs: Dynamic Multiscale Strategy using Neural Nets},
  author = {G. Mazzei and F. G. Bellora and J. A. Serur},
  year = {2021},
  eprint = {2109.12337},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.12337v1},
}