The following pages link to Arash Fahim (Q252398):
Displaying 11 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Volatility can be detrimental to option values! (Q1668616) (← links)
- Strong convergence to the homogenized limit of elliptic equations with random coefficients II (Q2854226) (← links)
- (Q3061029) (← links)
- Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
- Strong convergence to the homogenized limit of parabolic equations with random coefficients (Q5246955) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Long range correlation inequalities for massless Euclidean fields (Q5965362) (← links)
