Kaouther HADJI


I am currently a Postdoc at ISFA in the University of Lyon 1 and Random Models and Probability Laboratory in University Paris 6 in France. I am a member of the ANR project LoLitA


  PhD in applied mathematics from the University of Paris 13, Sorbonne Cité

  You can find here my Curriculum Vitae [PDF]

Post Doctoral position - Simulation of population heterogeneity and applications to longevity.
under the supervision of Nicole el Kaorui (LPMA, Paris 6) funding by ANR Lolita.

PhD Thesis - Improved Monte Carlo method for diffusion processes and applications in Finance.
under the supervision of Mohamed Ben Alaya (LAGA) and Ahmed Kebaier (LAGA) (LAMA).

Research interests: numerical probabilities, Multilevel Monte Carlo methods, Stochatsic algorithms, Levy processes, Variance reduction, Option pricing, Longevity, stochastic Population dynamics and their simulation, Cohort effect, thinning procedure.