Before revision:  In particular, transaction costs can be approximately compensated  applying the Leland adjusting volatility principle and  asymptotic property of the hedging error due to discrete readjustments is characterized.
After revision:  Assuming some mild condition on the jump size distribution we show that transaction costs can be approximately compensated applying the Leland adjusting volatility principle and asymptotic property of the hedging error due to discrete readjustments is characterized.