BibTex format
@article{Guéant:2012:10.1137/110850475,
author = {Guéant, O and Lehalle, C-A and Fernandez-Tapia, J},
doi = {10.1137/110850475},
journal = {SIAM Journal on Financial Mathematics},
pages = {740--764},
title = {Optimal Portfolio Liquidation with Limit Orders},
url = {http://dx.doi.org/10.1137/110850475},
volume = {3},
year = {2012}
}