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STOCHNUM

Stochastic Numerics Research Group

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KAUST CEMSE AMCS STOCHNUM Prof Raul Tempone

Raul F. Tempone

Professor, Applied Mathematics and Computational Sciences
  • AMCS
  • CEMSE
  • SRI
  • STAT
  • STOCHNUM
  • numerical analysis
  • Computational finance
  • computational statistics
Professors
KAUST CEMSE AMCS STOCHNUM Gaukhar Shaimerdenova DSC_4092

Gaukhar Shaimerdenova

PhD Student, Applied Mathematics and Computational Sciences
  • AMCS
  • CEMSE
  • STOCHNUM
  • numerical analysis
  • Computational finance
Students
KAUST CEMSE AMCS STOCHNUM Soumaya Elkantassi

Soumaya Elkantassi

Master Degree, Applied Mathematics and Computational Sciences
  • AMCS
  • CEMSE
  • STOCHNUM
  • Stochastic processes
  • Computational finance
Alumni
KAUST CEMSE AMCS STOCHNUM Alessandro Iania

Alessandro Iania

Visiting Student, Stochastic Numerics Research Group
  • AMCS
  • CEMSE
  • STOCHNUM
  • Mathematical modeling
  • Computational finance
Former Members
Image
KAUST CEMSE Stochastic Numerics
Pricing American Options by Exercise Rate Optimization
5 years ago
  • CEMSE
  • AMCS
  • STOCHNUM
  • Computational finance
  • stochastic optimization
Image
KAUST CEMSE Stochastic Numerics
Smoothing the payoff for efficient computation of Basket option prices
5 years 2 months ago
  • CEMSE
  • AMCS
  • STOCHNUM
  • Computational finance
  • Monte Carlo
Image
KAUST CEMSE Stochastic Numerics
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
9 years 10 months ago
  • CEMSE
  • AMCS
  • STOCHNUM
  • Computational finance
  • Monte Carlo
Image
KAUST CEMSE Stochastic Numerics
Adaptive multilevel Monte Carlo simulation
11 years 1 month ago
  • CEMSE
  • AMCS
  • STOCHNUM
  • Computational finance
  • Monte Carlo

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