H. Mete Soner, Nizar Touzi. Homogenization and Asymptotics for Small Transaction Costs. SIAM J. Control and Optimization, 51(4):2893-2921, 2013. [doi]
@article{SonerT13,
title = {Homogenization and Asymptotics for Small Transaction Costs},
author = {H. Mete Soner and Nizar Touzi},
year = {2013},
doi = {10.1137/120870165},
url = {http://dx.doi.org/10.1137/120870165},
researchr = {https://researchr.org/publication/SonerT13},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {51},
number = {4},
pages = {2893-2921},
}