Arash Fahim

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Impact of carbon market on production emissions	2023-12-06	Paper
Asymptotic analysis for optimal dividends in a dual risk model Stochastic Models	2022-10-31	Paper
Generalized Duality for Model-Free Superhedging given Marginals	2019-09-13	Paper
Volatility can be detrimental to option values! Economics Letters	2018-08-29	Paper
Optimal portfolio execution under time-varying liquidity constraints Applied Mathematical Finance	2018-04-06	Paper
A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs Journal of Computational and Applied Mathematics	2018-01-11	Paper
Model-independent superhedging under portfolio constraints Finance and Stochastics	2016-03-29	Paper
Long range correlation inequalities for massless Euclidean fields Illinois Journal of Mathematics	2016-03-03	Paper
Strong convergence to the homogenized limit of parabolic equations with random coefficients Transactions of the American Mathematical Society	2015-04-22	Paper
A stochastic approximation for fully nonlinear free boundary parabolic problems Numerical Methods for Partial Differential Equations	2014-05-28	Paper
A stochastic approximation for fully nonlinear free boundary parabolic problems Numerical Methods for Partial Differential Equations	2014-05-28	Paper
Strong convergence to the homogenized limit of elliptic equations with random coefficients. II. Bulletin of the London Mathematical Society	2013-10-18	Paper
Strong Convergence to the homogenized limit of parabolic equations with random coefficients II	2013-05-03	Paper
A probabilistic numerical method for fully nonlinear parabolic PDEs The Annals of Applied Probability	2011-10-12	Paper
Convergence of a Monte Carlo method for fully nonlinear parabolic local and non-local PDEs	2010-12-13	Paper
A Probabilistic Scheme for Fully Nonlinear Nonlocal Parabolic PDEs with singular L\'evy measures	2010-10-29	Paper

Research outcomes over time

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