@misc{figueroalpez2017optimal,
  title={Optimal placement of a small order in a diffusive limit order book},
  author={José E. Figueroa-López and Hyoeun Lee and Raghu Pasupathy},
  year={2017},
  eprint={1708.04337},
  archivePrefix={arXiv},
  primaryClass={q-fin.TR},
  url={https://arxiv.org/abs/1708.04337}
}