 The model is also relevant for high frequency trading issues. See e.g. Lachapelle\textit{et al \mbox{%DIFAUXCMD \cite{LLLL }\hspace{0pt}%DIFAUXCMD and the references therein}  .
<coherence>  The model is also relevant for high frequency trading issues. See e.g. Lachapelle\textit{et al \mbox{%DIFAUXCMD \cite{LLLL }\hspace{0pt}%DIFAUXCMD and the references therein}  .
 \textit{et al \mbox{%DIFAUXCMD \cite{LLLL }\hspace{0pt}%DIFAUXCMD and the references therein} .