About Fabián Crocce Fabián Crocce Postdoctoral Research Fellow, Stochastic Numerics Research Group Stochastic Modeling probability theory Fabián Crocce worked as a Postdoctoral Fellow at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Partial Differential Equations, Probability Theory, and Stochastic Processes Distributed Strategic Learning, Stochastic Modeling. Optimal stopping for diffusions, both one-dimensional and multi-dimensional. Representation of the solution by the Green kernel of the process. His research interests also included optimal stopping problems for jump-processes and infinite-horizon problems. Fourier methods Articles Related News April 2016 Fabian Crocce accepted a position of assistant professor at Universidad de la República, Uruguay and is starting a company on workforce optimization 1 min read · Wed, Apr 20 2016 News Fabián Crocce joined the SRI-UQ and the Stochastics numerics group as a postdoctoral fellow in March 2014. For two years he worked on computational finance with Prof. Raul Tempone and his team. December 2015 Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015 1 min read · Wed, Dec 16 2015 News 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).
Fabian Crocce accepted a position of assistant professor at Universidad de la República, Uruguay and is starting a company on workforce optimization 1 min read · Wed, Apr 20 2016 News Fabián Crocce joined the SRI-UQ and the Stochastics numerics group as a postdoctoral fellow in March 2014. For two years he worked on computational finance with Prof. Raul Tempone and his team.
Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015 1 min read · Wed, Dec 16 2015 News 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).
Related Sites Stochastic Numerics Research Group (STOCHNUM) Applied Mathematics and Computational Science (AMCS) Related Content Articles 2 Related Links Publications on ResearchGate Publications list on dblp
