@article{2018lopetal,
	author = {J. E. {Figueroa-L\'opez} and H. Lee and R. Pasupathy},
	title = {Optimal placement of a small order in a diffusive limit order book},
	journal = {High Frequency},
	year = {2018},
	volume      =   {1},
	number      =   {2},
	month       =   {},
	pages       =   {87--116},
	doi         = {10.1002/hf2.10017},
        url_Link    =   {https://arxiv.org/abs/1708.04337},
        url_Paper   =   {http://web.ics.purdue.edu/~pasupath/PAPERS/diffusivelob.pdf},
    	note            =   {},    
	keywords        =   {}}

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