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price = np.array([p0[0], p0[1]]) # initialize mid-prices for dealers p_1 and p_2 cdp = params['c']*params['dp'] # define random step size ddt = params['d']*params['dt ...
This basic python program simulates N steps of a unit 2D random walk in the plane where N is chosen as input from the user and plots the result using Matplotlib. User Notes: We use the random.seed ...
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