function MarketModel()

p0=20;

muBuyTime=1;
muBuyOrigin=2;
nuBuy=4;

muSellTime=1;
muSellOrigin=2;
nuSell=4;

if p0>5
    
    pCurrent(1)=p0;
    
    dp=0.01;  % Price increment
    
    % Initialize the Bid and Ask Queues:
    numBuy=zeros(1001,1);
    numSell=zeros(1001,1);
    
else
    
    disp('Equity price is too low!')
    return
    
end

% Estimate time of first submission of a Bid price:
tBuy(1)=exprnd(muBuyTime);

% Estimate time of first submission of an Ask price:
tSell(1)=exprnd(muSellTime);

n=1;

while tBuy(n)<=390 && tSell(n)<=390
    
    % If the submission of a Bid price preceeds the submission
    % of an Ask price then the Bid price is checked for matches with
    % previous Ask prices and then the new Ask price is checked for
    % matches with previous Bid prices.  The new Bid price will, therefore,
    % be included in the check.
    
    if tBuy(n)<=tSell(n)
               
        pBuyOrigin=pCurrent(n)+exprnd(muBuyOrigin);
        pBuy(n)=round(pBuyOrigin)-round(chi2rnd(nuBuy));
        
        buyPriceDistance=pBuy(n)-pCurrent(n);
        buyPriceLocation=501+buyPriceDistance;
        
        if numSell(buyPriceLocation) ~= 0
            numSell(buyPriceLocation)=numSell(buyPriceLocation)-1;
            pCurrentHold=pBuy(n);
        else           
            numBuy(buyPriceLocation)=numBuy(buyPriceLocation)+1;
            pCurrentHold=pCurrent(n);
        end
        
        pSellOrigin=pCurrent(n)-exprnd(muSellOrigin);
        pSell(n)=round(pSellOrigin)+round(chi2rnd(nuSell));
        
        sellPriceDistance=pSell(n)-pCurrent(n);
        sellPriceLocation=501+sellPriceDistance
        
        if numBuy(sellPriceLocation) ~= 0
            numBuy(sellPriceLocation)=numBuy(sellPriceLocation)-1;
            pCurrent(n+1)=pCurrentHold+pSell(n);
        else
            numsell(sellPriceLocation)=numSell(sellPriceLocation)+1;
            pCurrent(n+1)=pCurrentHold;
        end
            
    % Similar to what's described above, the Bid and Ask prices
    % are matched via their queues, however, the new Ask price is now
    % considered before the new Bid price.
        
    else
        
        pSellOrigin=pCurrent(n)-exprnd(muSellOrigin);
        pSell(n)=round(pSellOrigin)+round(chi2rnd(nuSell));
        
        sellPriceDistance=pSell(n)-pCurrent(n);
        sellPriceLocation=501+sellPriceDistance;
        
        if numBuy(sellPriceLocation) ~= 0
            numBuy(sellPriceLocation)=numBuy(sellPriceLocation)-1;
            pCurrentHold=pSell(n);
        else
            numSell(sellPriceLocation)=numSell(sellPriceLocation)+1;
            pCurrentHold=pCurrent(n);
        end
        
        pBuyOrigin=pCurrent(n)+exprnd(muBuyOrigin);
        pBuy(n)=round(pBuyOrigin)-round(chi2rnd(nuBuy));
        
        buyPriceDistance=pBuy(n)-pCurrent(n);
        buyPriceLocation=501+buyPriceDistance;
        
        if numSell(buyPriceLocation) ~= 0
            numSell(buyPriceLocation)=numSell(buyPriceLocation)-1;
            pCurrent(n+1)=pCurrentHold+pBuy(n);
        else
            numBuy(buyPriceLocation)=numBuy(buyPriceLocation)+1;
            pCurrent(n+1)=pCurrentHold;
        end
        
    end
    
    tBuy(n+1)=tBuy(n)+exprnd(muBuyTime);
    tSell(n+1)=tSell(n)+exprnd(muSellTime);
    n=n+1;
    
end

t=[tBuy tSell];
t=sort(t);

hist(t,20)
figure
plot(1:n,pCurrent)

clear all