@article {MR2804102,
	title = {Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework},
	journal = {Int. J. Theor. Appl. Finance},
	volume = {14},
	number = {3},
	year = {2011},
	pages = {353{\textendash}368},
	issn = {0219-0249},
	doi = {10.1142/S0219024911006577},
	author = {Gatheral, Jim and Schied, Alexander}
}
