  In this paper we study the asymptotic behavior of a Boltzmann type price
formation model, which describes the trading dynamics in a financial market. In
many of these markets trading happens at high frequencies and low transactions
costs. This observation motivates the study of the limit as the number of
transactions $k$ tends to infinity, the transaction cost $a$ to zero and
$ka=const$. Furthermore we illustrate the price dynamics with numerical
simulations.
