Quant analytics: continuous time markov chains as applied to asset pricing (order book). Any knowledge/experience?

Quant analytics: continuous time markov chains as applied to asset pricing (order book). Any knowledge/experience? Starting to look at continuous time markov chains as applied to asset pricing (order book). Does anyone have any knowledge/experience in this area? == I was recently exploring this: This paper merges the literature on technical trading rules with the literature …

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