@article {MR2669402,
	title = {Optimal trade execution and absence of price manipulations in limit order book models},
	journal = {SIAM J. Financial Math.},
	volume = {1},
	number = {1},
	year = {2010},
	pages = {490{\textendash}522},
	doi = {10.1137/090762786},
	author = {Alfonsi, Aur{\'e}lien and Schied, Alexander}
}
