Optimal placement of a small order in a diffusive limit order book. Figueroa-López, J. E., Lee, H., & Pasupathy, R. , 2017. Under review.Link bibtex @article{2017lopetal,
author = {J. E. Figueroa-L\'{o}pez and H. Lee and R. Pasupathy},
title = {Optimal placement of a small order in a diffusive limit order book},
journal = {},
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 = {Under review.}}
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