Reproduce the result from the book 'Algorithmic and High-Frequency Trading' written by Álvaro Cartea, Sebastian Jaimungal, and José Penalva.
This repo is implemented with the Wolfram Language.
For more info about the mentioned book, pls refer to https://www.cambridge.org/hk/academic/subjects/mathematics/mathematical-finance/algorithmic-and-high-frequency-trading?format=HB&isbn=9781107091146
For more info about the Wolfram Language, pls refer to https://www.wolfram.com/language/