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International Open Access Week! Discover open research knowledge at Strathprints...

25-31 October is International Open Access Week 2021, the theme of which is 'Building Structural Equity' into open knowledge, aligning closely with UNESCO's recently released Recommendation on Open Science.

The Strathprints repository provides a digital archive of University of Strathclyde research outputs. Up to 95% of University of Strathclyde research content published since 2015, such as papers and articles, is available from this repository as Open Access thereby supporting equity in open knowledge - and the team supporting open initiatives at Strathclyde is working tirelessly to make even more content open! Explore recent Open Access research content by world leading researchers across science, engineering, business, social sciences and humanities disciplines.

Or explore all Open Access research content...

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Number of items: 4.

2021

Coffie, Emmanuel (2021) Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations. Preprint / Working Paper. arXiv.org, Ithaca, N.Y..

Coffie, Emmanuel and Mao, Xuerong (2021) Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. Journal of Computational and Applied Mathematics, 383. 113137. ISSN 0377-0427

Coffie, Emmanuel and Duedahl, Sindre and Proske, Frank (2021) Thiele's differential equation based on Markov jump processes with non-countable state space. Preprint / Working Paper. arXiv.org, Ithaca, N.Y..

2020

Amine, Oussama and Coffie, Emmanuel and Harang, Fabian and Proske, Frank (2020) A Bismut–Elworthy–Li formula for singular SDEs driven by a fractional Brownian motion and applications to rough volatility modeling. Communications in Mathematical Sciences, 18 (7). pp. 1863-1890. ISSN 1539-6746

This list was generated on Mon Oct 25 11:52:52 2021 BST.