Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015
Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group).
About
Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group).
The commission was composed by the Professors: Mauro Gasparini, Claudio Canuto, Paolo Brandinarte, Marcello Delitala, Guido Perboli.
