Before revision:  We present two explicit examples of the price and the spread models, and derive the associated optimal trading strategy numerically  .
After revision:  We present two explicit examples of the price and the spread models, and derive the associated optimal trading strategy numerically . We discuss the various degrees of the agent's risk aversion and further show that roundtrips, i.e. posting the remaining inventory in the dark pool at every point in time, are not necessarily beneficial .