ness 38 (1963) 394419 5 L Bachelier, Theorie de la Speculation Paril 1900 translated and reproduced in The Random Character of Stock Market Prices, P H Cootner (Ed) MIT Press 1964 6 For a survey, see M Levy, H Levy and S Solomon Microscopic Simulation of Financial markets, Academic Press, New York, 2000 7