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This project studies Order-driven markets, by using three different econophysics models

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BPS_Diffusion_Model.ipynb		BPS_Diffusion_Model.ipynb
Maslov_Model.ipynb		Maslov_Model.ipynb
Mike&Farmer_Model.ipynb		Mike&Farmer_Model.ipynb
README.md		README.md

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Order_Driven_Markets

This project studies Order-driven markets, by using three different econophysics models:

The order book as a reaction-diffusion model (BPS, 1987)
Model introducing limit and market orders (Maslov, 2000)
The order book as a deposition-evaporation model (Mike & Farmer,2008)