  We present a new microscopic stochastic model for an ensemble of interacting
investors that buy and sell stocks in discrete time steps via limit orders
based on individual forecasts about the price of the stock. These orders
determine the supply and demand fixing after each round (time step) the new
price of the stock according to which the limited buy and sell orders are then
executed and new forecasts are made. We show via numerical simulation of this
model that the distribution of price differences obeys an exponentially
truncated Levy-distribution with a self similarity exponent mu~5.
