- Lew_Essays_market_microstructure.pdf
- https://arxiv.org/pdf/1706.07021.pdf
- https://arxiv.org/pdf/0807.1253.pdf
- http://zke.fas.harvard.edu/papers/SDLCAP.pdf
- https://tspace.library.utoronto.ca/bitstream/1807/109199/4/Jia_Tianyi_202111_PhD_thesis.pdf
- https://engineering.nyu.edu/sites/default/files/2020-09/option-profit-carr-jofi-12894.pdf