@article{algorithmictradinginamicrostructural,
  title = {Algorithmic trading in a microstructural limit order book model},
  author = {Frédéric Abergel and Côme Huré and Huyên Pham},
  year = {2017},
  eprint = {1705.01446},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1705.01446v3},
}