doctoral student at Department of Information Technology, Division of Scientific Computing
Doctoral student in scientific computing with specialization in numerical analysis. Supervised by Lina von Sydow as the main advisor and Elisabeth Larsson as a co-advisor. Research is focused on developing localized radial basis functions methods for solving high-dimensional PDEs in finance. Also interested in calibration and parameter estimation in financial models. More information about the related research can be found at the computational finance project homepage.
Keywords: scientific computing rbf-fd computational finance
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