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Stable paretian models in finance
Račev, Svetlozar T., (2000)
An introduction to mathematical finance : options and other topics
Ross, Sheldon M., (1999)
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias, (2002)
The random walk of high frequency trading
Aldrich, Eric M., (2015)
A theoretical model of the investors exchange
Aldrich, Eric M., (2017)
Order protection through delayed messaging