Lukasz Szpruch

Finance · with Mao · 2011–2013

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Lukasz Szpruch trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. M. Giles
  2. Xuerong Mao
  3. Desmond John Higham
  4. Taye Samuel Faniran
  5. Leif Andersen
  6. Alexandros Beskos
  7. Thomas Muller-Gronbach
  8. Yongmiao Hong
  9. Christian Kahl
  10. Mark Broadie

Who trusts Lukasz Szpruch overall

  1. Xuerong Mao
  2. Sotirios Sabanis
  3. Xiaoyue Li
  4. Aurélien Alfonsi

Papers from Lukasz Szpruch's perspective

Ordered by how strongly the researchers Lukasz Szpruch trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Multilevel Monte Carlo Path Simulation (Operational Research)
  2. The optimal uniform approximation of systems of stochastic differential equations
  3. Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
  4. Brownian Motion and Stochastic Calculus
  5. Short rate nonlinearities and regime switches
  6. Fast strong approximation Monte Carlo schemes for stochastic volatility models
  7. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
  8. Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
  9. Moment explosions in stochastic volatility models (Finance and Stochastics)
  10. Is the Short Rate Drift Actually Nonlinear

Their papers