Lukasz Szpruch

1. First order strong approximations of scalar SDEs defined in a domain
   2014/01/31 by Andreas Neuenkirch, Lukasz Szpruch, Łukasz Szpruch · 7 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
2. Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions
   2020/01/01 by Bekzhan Kerimkulov, David Šiška, Lukasz Szpruch · 6 citations