Hedging with options in models with jumps

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CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (2009, unknown): “In this case, we are dealing with options on an underlying whose price can experience jumps: since jump risk will play an important role for the CPPI fund, our previous study [6] suggest that delta-hedging may not be the best choice and other hedging strategies can be more efficient.”
Jump-diffusion Models: a Practitioner's Guide (2009, methodology): “Optimal quadratic hedge ratios in the case when the hedging portfolio may contain options can be found in [11].”
Asymptotic analysis of hedging errors in models with jumps (2009, methodology): “By Proposition 2 in [4], the option price C ∈ C([0, T )× R) and one can apply the Itô formula to show that Ft has the decomposition dFt = d ∂C(t, St ) ∂S = { ∂2C ∂t∂S + (b + Σ 2/2) ∂2C ∂S2 St + Σ 2 2 ∂3C ∂S3 S2 t } dt”
Pricing and Hedging in Exponential Lévy Models: Review of Recent Results (2011, background): “In particular [18] provide the expressions for hedge ratios in the case when the hedging portfolio itself contains options.”