Arash Fahim

Identifiers

• name variant Arash Fahim 0.60 · backfill

Papers (8)

1. A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs q-fin.PM · 2017 · author #1
2. Model-independent Superhedging under Portfolio Constraints q-fin.PR · 2014 · author #1
3. Strong Convergence to the homogenized limit of parabolic equations with random coefficients II math.AP · 2013 · author #2
4. Balancing small fixed and proportional transaction cost in trading strategies q-fin.PM · 2013 · author #2
5. Strong Convergence to the homogenized limit of elliptic equations with random coefficients II math.AP · 2012 · author #2
6. Strong Convergence to the Homogenized Limit of Parabolic Equations with Random Coefficients math.AP · 2012 · author #2
7. A Stochastic Approximation for Fully Nonlinear Free Boundary Parabolic Problems math.NA · 2011 · author #2
8. A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs math.PR · 2009 · author #1

Mentions

• 1305.0837 #2 · backfill · confidence 0.70 Arash Fahim
• 1304.7562 #2 · backfill · confidence 0.70 Arash Fahim
• 1207.6077 #2 · backfill · confidence 0.70 Arash Fahim
• 1203.5345 #2 · backfill · confidence 0.70 Arash Fahim
• 1109.5752 #2 · backfill · confidence 0.70 Arash Fahim
• 0905.1863 #1 · backfill · confidence 0.70 Arash Fahim

Frequent Coauthors

• Joseph G. Conlon 3 shared papers
• Erhan Bayraktar 1 shared papers
• Jose V. Alcala 1 shared papers
• Nizar Touzi 1 shared papers
• Wan-Yu Tsai 1 shared papers
• Xavier Warin 1 shared papers
• Yu-Jui Huang 1 shared papers