Before revision:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
After revision:  The study also confirms that for constant trading cost rate, the approximate results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are valid in jump-diffusion models with deterministic volatility using the classical Leland parameter .