Dynamic liquidation under market impact.

MLA

Draviam, Thangaraj, et al. “Dynamic Liquidation under Market Impact.” Quantitative Finance, vol. 11, no. 1, Jan. 2011, pp. 69–80. EBSCOhost, https://doi.org/10.1080/14697681003785934.

APA

Draviam, T., Coleman, T. F., & Li, Y. (2011). Dynamic liquidation under market impact. Quantitative Finance, 11(1), 69–80. https://doi.org/10.1080/14697681003785934

Chicago

Draviam, Thangaraj, Thomas F. Coleman, and Yuying Li. 2011. “Dynamic Liquidation under Market Impact.” Quantitative Finance 11 (1): 69–80. doi:10.1080/14697681003785934.