@inbook {MR2509223,
	title = {Constrained portfolio liquidation in a limit order book model},
	booktitle = {Advances in mathematics of finance},
	series = {Banach Center Publ.},
	volume = {83},
	year = {2008},
	pages = {9{\textendash}25},
	publisher = {Polish Acad. Sci. Inst. Math., Warsaw},
	organization = {Polish Acad. Sci. Inst. Math., Warsaw},
	doi = {10.4064/bc83-0-1},
	author = {Alfonsi, Aur{\'e}lien and Fruth, Antje and Schied, Alexander}
}
