%0 Journal Article %1 journals/siamfm/JacquierL18 %A Jacquier, Antoine %A Liu, Hao %D 2018 %J SIAM J. Financial Math. %K dblp %N 3 %P 875-906 %T Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm9.html#JacquierL18 %V 9

@article{journals/siamfm/JacquierL18, added-at = {2019-04-18T00:00:00.000+0200}, author = {Jacquier, Antoine and Liu, Hao}, biburl = {https://www.bibsonomy.org/bibtex/2b03aa4102da68b219b30fc5f8b2516dc/dblp}, ee = {https://doi.org/10.1137/17M1117860}, interhash = {b1ad4ea6ed737f8d746c8419a2d01637}, intrahash = {b03aa4102da68b219b30fc5f8b2516dc}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 3, pages = {875-906}, timestamp = {2019-04-19T11:37:54.000+0200}, title = {Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm9.html#JacquierL18}, volume = 9, year = 2018 }