Lokman Abbas Turki
Université Paris Cité
Lokman Abbas Turki is associate professor in mathematics at Laboratoire de Probabilités, Statistique et Modélisation with a strong expertise in GPU programming and high performance computing. He specializes in numerical probability and quantitative finance. He received his PhD degree in applied mathematics from Université Paris-Est and a Master degree (ingénieur) in signal processing from Supélec. Lokman won a CUDA Teaching Center label for his CUDA course taught in not less than 12 Master programs at different institutions including Sorbonne Université, ENSAE, TU Berlin, ICM Edinburgh, Polytech Sorbonne and EISTI.
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Articles by Lokman Abbas Turki
An explicit scheme for pathwise cross valuation adjustment computations
The authors put forward a simulation/regression scheme for a class of anticipated backward stochastic differential equations, where the coefficient entails a conditional expected shortfall of the martingale part of the solution.