@article{optimalliquidationforariskaverse,
  title = {Optimal liquidation for a risk averse investor in a one-sided limit order book driven by a Levy process},
  author = {Arne Lokka and Junwei Xu},
  year = {2020},
  eprint = {2002.03379},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2002.03379v2},
}