Differential Equations driven by Π-rough paths by Gyurkó, L

Numerical methods for approximating solutions to rough differential equations by Gyurko, L

Rough Paths based Numerical Algorithms in Computational Finance. by Gyurkó, L, Lyons, T

Efficient and practical implementations of cubature on wiener space by Gyurkó, L, Lyons, T

Rough Paths based Numerical Algorithms in Computational Finance by Gyurko, L, Lyons, T

Optimal oil production and the world supply of oil by Aleksandrov, N, Espinoza, R, Gyurko, L

Monte Carlo methods via a dual approach for some discrete time stochastic control problems by Gyurko, L, Hambly, B, Witte, J