Market making and portfolio liquidation under uncertainty. Nyström, K., Ould Aly, S. M., & Zhang, C. Int. J. Theor. Appl. Finance, 17(5):1450034, 33, 2014.
bibtex   
@article{MR3238605,
	Author = {Nystr\"{o}m, Kaj and Ould Aly, Sidi Mohamed and Zhang, Changyong},
	Date-Added = {2019-11-12 20:40:54 +0100},
	Date-Modified = {2019-11-13 07:39:41 +0100},
	Fjournal = {International Journal of Theoretical and Applied Finance},
	Issn = {0219-0249},
	Journal = {Int. J. Theor. Appl. Finance},
	Mrclass = {91G80 (91G10)},
	Mrnumber = {3238605},
	Number = {5},
	Pages = {1450034, 33},
	Title = {Market making and portfolio liquidation under uncertainty},
	Volume = {17},
	Year = {2014},
	Bdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.1142/S0219024914500344},
	Bdsk-Url-2 = {https://doi.org/10.1142/S0219024914500344}}

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