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FinTech: Open Access research exploring new frontiers in financial technology

Strathprints makes available Open Access scholarly outputs by the Department of Accounting & Finance at Strathclyde Business School. Particular research specialisms include financial decision-making techniques and financial econometrics.

The Department is also at the forefront of research within the FinTech space (financial technology), demonstrating research expertise in related FinTech areas, such as algorithm trading, online portfolio selection, and peer-to-peer lending.

Explore some of this Open Access research from Accounting & Finance.

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Strathprints

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Group by: Publication Date | Item type | No Grouping
Jump to: 2017 | 2016 | 2014 | 2004 | 2002
Number of items: 5.

2017

Guo, Qian and Mao, Xuerong and Yue, Rongxian (2017) The truncated Euler-Maruyama method for stochastic differential delay equations. Numerical Algorithms. ISSN 1017-1398

2016

Liu, Wei and Mao, Xuerong (2016) Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. Numerical Algorithms. pp. 1-20. ISSN 1017-1398

2014

Guettel, Stefan and Pestana, Jennifer (2014) Some observations on weighted GMRES. Numerical Algorithms, 67 (4). pp. 733-752. ISSN 1017-1398

2004

Zubik-Kowal, B. (2004) Fourier stability analysis of a numerical method for time domain electromagnetic scattering from a thin wire. Numerical Algorithms, 35 (1). pp. 121-130.

2002

Zubik-Kowal, B. and Davies, P.J. (2002) Numerical approximation of time domain electromagnetic scattering from a thin wire. Numerical Algorithms, 30 (1). pp. 25-36. ISSN 1017-1398

This list was generated on Sat Apr 1 05:16:19 2023 BST.