- Critical comparison of several order-book models for stock-market fluctuations2008 | Publication without faculty affiliation
- The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange MarketPublication without faculty affiliation
- The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market2018 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education