Mathematical modeling

Ali O Balubaid

Ph.D Directed Research at KAUST (King Abdullah University of Science and Technology)

Waleed Alhaddad

Waleed Alhaddad obtained his Master's degree in Applied Mathematics and Computational Sciences from King Abdullah University of Science and Technology (KAUST) under the supervision of Professor Raul F. Tempone at Stochastic Numerics Research Group (STOCHNUM). Research Interests Waleed's research interests include ​Mathematical Modeling, Probability Theory and Stochastic Processes, Numerical Analysis. Education Profile ​M.Sc. Applied Mathematics, Finance, King Abdullah University of Science and Technology (KAUST) 2016-2018. B.Sc. Physics, University of California Santa Barbara 2016. Awards and

Håkon A. Hoel

Håkon Hoel was a visiting researcher in the Stochastic Numerics Group at KAUST. He holds an MSc degree in Computational Science from the University of Oslo (2016) and a Ph.D. in Numerical Analysis from KTH Royal Institute of Technology (2012). His main research interests are numerical analysis of stochastic differential equations, nonlinear filtering, and multilevel Monte Carlo (MLMC) methods. His research interests also include different aspects of implementation and error estimation of stochastic models in the following areas: adaptive weak approximation of stochastic differential equations

Alessandro Iania

Alessandro Iania is a Former visiting student from Politecnico di Torino at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Alessandro's research interests include ​Mathematical Modeling and Computational Finance. Selected Publications ​A. Iania, Basket option pricing for processes with jumps using sparse grids and Fourier transforms​, Master Thesis, Politecnico di Torino - KAUST, 2015. Education Profile ​Bachelor’s degree at Politecnico di Torino.