People

Alessandro Iania

Previous Members
Visiting Student​​​​​​​

Research Interests

Mathematical Modeling, 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

Bachelor’s degree at Politecnico di Torino

KAUST Affiliations

​Stochastic Numerics Research Group ​