Lukasz Szpruch

Finance · with Giles · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 4 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. Thomas Muller-Gronbach
  3. Tobias Rydén
  4. Taye Samuel Faniran
  5. Paul Glasserman
  6. Renming Song

Who trusts Lukasz Szpruch overall

  1. Chris J. Oates
  2. M. Giles
  3. Mark A. Girolami
  4. Nicolas Chopin

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. Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
  3. The optimal uniform approximation of systems of stochastic differential equations
  4. On the simulation of iterated Itô integrals
  5. Integral Inequalities for Convex Functions of Operators on Martingales
  6. Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
  7. Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
  8. Strong approximation of systems of stochastic differential equations
  9. Numerical Solution of Stochastic Differential Equations
  10. Numerical Solution of Stochastic Differential Equations

Their papers