VWAP Execution and Guaranteed VWAP - researchr publication bibtex

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Olivier Guéant, Guillaume Royer. VWAP Execution and Guaranteed VWAP. SIAM J. Financial Math., 5(1):445-471, 2014. [doi]

@article{GueantR14,
  title = {VWAP Execution and Guaranteed VWAP},
  author = {Olivier Guéant and Guillaume Royer},
  year = {2014},
  doi = {10.1137/130924676},
  url = {http://dx.doi.org/10.1137/130924676},
  researchr = {https://researchr.org/publication/GueantR14},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Financial Math.},
  volume = {5},
  number = {1},
  pages = {445-471},
}

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