Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce and Juho Häppölä (Stochastic Numerics group).  

https://stochastic_numerics.kaust.edu.sa/Pages/Paper_Iania