@article{approximatelyoptimaltradeexecution,
  title = {Approximately optimal trade execution strategies under fast mean-reversion},
  author = {David Evangelista and Yuri Thamsten},
  year = {2023},
  eprint = {2307.07024},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.07024v2},
}