Theses produced by visiting students Publications OverviewTheses by visiting studentsThe following theses were produced by external students who performed a significant part of their thesis work as visiting studentsList of completed Master ThesesMarco Ballesio, "Indirect Inference for Scalar Time-homogeneous Stochastic Differential Equations Based on Moment Expansions", Master Thesis, Politecnico of Torino and Real Collegio Carlo Alberto - KAUST, January 2016.Alessandro Iania, "Basket option pricing for processes with jumps using sparse grids and Fourier transforms", Master Thesis, Politecnico di Torino / KAUST, December 2015.Nathan Quadrio, "Multilevel Monte Carlo method for PDEs with fluid dynamic applications", Master Thesis, KAUST, October 2014.List of completed Bachelor ThesesRayhane Ben Youssef. "Estimating rare event probabilities using multilevel Monte Carlo", Ecole Polytechnique de Tunisie, September 2025,Salim Ksous, "Optimal Control Problem for Hydrothermal Power Systems using Pontryagin Principle", Ecole Polytechnique de Tunisie, September 2025,Abderrahmene Ben Romdhane, "Hierarchical Fourier Quadrature for Option Pricing under Rough Heston Models", Ecole Polytechnique de Tunisie, September 2025, Related People Alumni Marco Ballesio Ph.D., Applied Mathematics and Computational Science Stochastic Modeling uncertainty quantification Alessandro Iania Visiting Student, Stochastic Numerics Research Group Mathematical modeling Computational finance Nathan Quadrio Visiting Student, Stochastic Numerics Research Group uncertainty quantification Reservoir Modeling
Marco Ballesio Ph.D., Applied Mathematics and Computational Science Stochastic Modeling uncertainty quantification
Alessandro Iania Visiting Student, Stochastic Numerics Research Group Mathematical modeling Computational finance
Nathan Quadrio Visiting Student, Stochastic Numerics Research Group uncertainty quantification Reservoir Modeling
