Łukasz Szpruch

36 papers and 692 indexed citations i.

About

Łukasz Szpruch has authored 36 papers that have received a total of 692 indexed citations. This includes 22 papers in Finance, 8 papers in Management Science and Operations Research and 6 papers in Artificial Intelligence. The topics of these papers are Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (6 papers) and Markov Chains and Monte Carlo Methods (6 papers). Łukasz Szpruch is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (6 papers) and Markov Chains and Monte Carlo Methods (6 papers) and collaborates with scholars based in United Kingdom, France and Slovakia. Łukasz Szpruch's co-authors include David Šiška, Xuerong Mao, Samuel N. Cohen, Michael B. Giles and Desmond J. Higham and has published in prestigious journals such as Mathematics of Computation, SIAM Journal on Control and Optimization and Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences

In The Last Decade

Rankless by CCL
2025