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Markov Chain Modelling in Finance: Stock Valuation and Price Discovery

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posted on 2024-11-12, 11:35 authored by Riccardo De Blasis
In this thesis we present three financial applications of Markov chain models based on three separate papers. The focus is about two important topics in finance, namely stock valuation and price discovery.

History

Year

2019

Thesis type

  • Doctoral thesis

Faculty/School

School of Accounting, Economics and Finance

Language

English

Disclaimer

Unless otherwise indicated, the views expressed in this thesis are those of the author and do not necessarily represent the views of the University of Wollongong.

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    Keywords

    Markov chainstock valuationprice discoverymarket

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    Copyright - All rights reserved

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