Graduation Project Reports from Stochastic Numerics Research Group
Overview
List of completed Graduation Project Reports
- Nadhir Ben Rached, "Adaptive Monte Carlo Euler Method For Options With Low Regularity Payoffs", Graduation Project Report, Tunisia Polytechnic School, Hosting Institution: KAUST, June 2012.
- Chaouki Ben Said, "Uncertainty quantification in European type contingent claims", Graduation Project Report, Tunisia Polytechnic School, Hosting Institution: KAUST, June 2013.
- Chiheb Ben Hammouda, "Numerical Methods For Uncertainty Quantification In Option Pricing", Graduation Project Report, Tunisia Polytechnic School, Hosting Institution: KAUST, June 2013.
- Soumaya Elkantassi, "Fourier Transform Methods for Option Pricing", Graduation Project Report, Hosting Institution: KAUST, June 2015.