Sham Kakade, Michael J. Kearns, Yishay Mansour, Luis E. Ortiz. Competitive algorithms for VWAP and limit order trading. In Jack S. Breese, Joan Feigenbaum, Margo I. Seltzer, editors, Proceedings 5th ACM Conference on Electronic Commerce (EC-2004), New York, NY, USA, May 17-20, 2004. pages 189-198, ACM, 2004. [doi]
Abstract is missing.