@incollection{Lim12,
author = {Tze Leung Lai and Tiong Wee Lim},
title = {Singular Stochastic Control in Option Hedging with Transaction Costs},
booktitle = {Stochastic Modeling and Control},
publisher = {IntechOpen},
address = {Rijeka},
year = {2012},
editor = {Ivan Ganchev Ivanov},
chapter = {6},
doi = {10.5772/46154},
url = {https://doi.org/10.5772/46154}
}