  In this paper, we consider the problem of hedging Asian options in financial
markets with transaction costs. For this, we use the asymptotic hedging
approach. The main task of asymptotic hedging in financial markets with
transaction costs is to prove the probability convergence of the terminal value
of the investment portfolio to the payment function when the number of
portfolio revisions tends to be $n$ to infinity. In practice, this means that
the investor, using such a strategy, is able to compensation payments for all
financial transactions, even if their number increases unlimitedly.
