Arash Fahim

Available identifiers

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	2022-10-31	Paper
Generalized Duality for Model-Free Superhedging given Marginals	2019-09-13	Paper
Volatility can be detrimental to option values!	2018-08-29	Paper
Optimal portfolio execution under time-varying liquidity constraints	2018-04-06	Paper
A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs	2018-01-11	Paper
Model-independent superhedging under portfolio constraints	2016-03-29	Paper
Long range correlation inequalities for massless Euclidean fields	2016-03-03	Paper
Strong convergence to the homogenized limit of parabolic equations with random coefficients	2015-04-22	Paper
A stochastic approximation for fully nonlinear free boundary parabolic problems	2014-05-28	Paper
Strong convergence to the homogenized limit of elliptic equations with random coefficients. II.	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	2011-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q3061029	2010-12-13	Paper
A Probabilistic Scheme for Fully Nonlinear Nonlocal Parabolic PDEs with singular L\'evy measures	2010-10-29	Paper

This page was built for person: Arash Fahim