Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve. Optimal Execution in a General One-Sided Limit-Order Book. SIAM J. Financial Math., 2(1):183-212, 2011. [doi]
Abstract is missing.