KAUST CEMSE AMCS STOCHNUM Nadhir Ben Rached

Nadhir Ben Rached

PhD Degree, Applied Mathematics and Computational Sciences
Alumni
KAUST CEMSE AMCS STOCHNUM Seminar Raul Tempone Multi Index Monte Carlo
Multi-Index Monte Carlo: when sparsity meets sampling by Prof. Raul Tempone
Raul F. Tempone
Thursday, August 28, 13:00
- 14:00
Building 9, Room 2322, Lecture Hall 1
Seminar
New publication in Quantitative Finance Journal
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Manuscript accepted by Journal of Computational Physics
1 year ago
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Hierarchical adaptive sparse grids for option pricing under the rough Bergomi model
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Chaouki Ben Issaid successfully defended his MS Thesis
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Adaptive multilevel Monte Carlo simulation
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Diffusion approximation of Lévy processes with a view towards finance
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