From A Wiki of Ice and Fire
Selhorys is a walled town on the eastern continent. Although large it is still considered a town - not an independent city - and is ruled from Old Volantis. It is situated at the confluence of the Selhoru and the Rhoyne. It lies to the north of Valysar and to the northwest of Volantis.
A Dance of Dragons
Tyrion is kidnapped in a brothel in Selhorys by Ser Jorah Mormont, who abducts him and takes him to Volantis by horseback.
|“||The brothel was a modest one compared to those the dwarf had been wont to frequent in Lannisport and King’s Landing.||”|