cankav / smobdLinks
Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
☆19Updated 6 years ago
Alternatives and similar repositories for smobd
Users that are interested in smobd are comparing it to the libraries listed below
Sorting:
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago