People

Soumaya Elkantassi

Previous Members
PhD Student​​​​​​​​

Research Interests

My internship is entitled “Sparse Fourier Transform methods for baskets with log Levy assets”. Using Fast Fourier Transform for option valuation.

Education

  • 2012- 2015 - Engineer in Economics and Scientific Management, Ecole Polytechnique de Tunisie, Tunisia.

Awards

  • 2012-2015: EPT Scholarship, Ecole Polytechnique de Tunisie, Tunisia

KAUST Affiliations

  • Stochastics Numerics Research Group