Doctor of Philosophy
School of Accounting, Economics and Finance
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.
De Blasis, Riccardo, Markov Chain Modelling in Finance: Stock Valuation and Price Discovery, Doctor of Philosophy thesis, School of Accounting, Economics and Finance, University of Wollongong, 2019. https://ro.uow.edu.au/theses1/719
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.