Alessandro Iania

Previous Members

​Visiting Student

Social Profile:

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 ​