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Soumaya Elkantassi
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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
