Optimal placement of a small order in a diffusive limit order book. Figueroa-Lopez, J. E., Lee, H., & Pasupathy, R. High Frequency, 2017.
Optimal placement of a small order in a diffusive limit order book [link]Link  bibtex   
@article{2017lopetal,
	author      =   {J. E. Figueroa-Lopez and H. Lee and R. Pasupathy},
	title       =   {Optimal placement of a small order in a diffusive limit order book},
	journal     =   {High Frequency},
	year        =   {2017},
	volume      =   {},
	number      =   {},
	month       =   {},
	pages       =   {},
        url_Link    =   {https://arxiv.org/abs/1708.04337},
        %url_Paper   =   {http://web.ics.purdue.edu/~pasupath/PAPERS/asgm.pdf},
	note        =   {}}

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