BibTeX record journals/siamfm/LaruelleLP11

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@article{DBLP:journals/siamfm/LaruelleLP11,
  author       = {Sophie Laruelle and
                  Charles{-}Albert Lehalle and
                  Gilles Pag{\`{e}}s},
  title        = {Optimal Split of Orders Across Liquidity Pools: {A} Stochastic Algorithm
                  Approach},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {2},
  number       = {1},
  pages        = {1042--1076},
  year         = {2011},
  url          = {https://doi.org/10.1137/090780596},
  doi          = {10.1137/090780596},
  timestamp    = {Sat, 09 Apr 2022 12:25:19 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/LaruelleLP11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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