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Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010

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Name		Name	Last commit message	Last commit date
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.gitignore		.gitignore
README.md		README.md
bdp.py		bdp.py
model.py		model.py
p_increase_midprice_laplace.py		p_increase_midprice_laplace.py
poisson_process.py		poisson_process.py
utils.py		utils.py

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Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010

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Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010

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