I am a PhD Candidate in Financial Engineering at the Applied Probability section of the Delft Institute of Applied Mathematcs, TU Delft. My work focusses on neural network algorithms for option pricing. My supervisor is Antonis Papapantoleon.

Contact details

Delft University of Technology
Electrical Engineering, Mathematics and Computer Science
Delft Institute of Applied Mathematics
Mekelweg 4, 2628 CD Delft, The Netherlands
Room 36.HB 07.250
j.g.rou@tudelft.nl
+31 15 27 85406