Emmanuel Coffie — University of Strathclyde

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Phone01415483599
Emailemmanuel.coffiestrath.acuk

United Kingdom

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2 Article
2 Working paper

Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations
Coffie, E., 13 Mar 2021, Ithaca, N.Y., 27 p.
Research output: Working paper

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Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay
Coffie, E. & Mao, X., 28 Feb 2021, In: Journal of Computational and Applied Mathematics. 383, 113137.
Research output: Contribution to journal › Article › peer-review

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Stochastic modelling and Monte Carlo simulations in finance
Author: Coffie, E., 24 Sep 2021
Supervisor: Mao, X. (Supervisor) & Foondun, M. (Supervisor)
Student thesis: Doctoral Thesis