Alessandro Iania is a Former visiting student from Politecnico di Torino at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST).

Research Interests

Alessandro's research interests include ​Mathematical Modeling and 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 Profile

• ​Bachelor’s degree at Politecnico di Torino.