Fahim, Arash

1. Model-independent Superhedging under Portfolio Constraints
   2014/02/11 by Arash Fahim, Fahim, Arash, Yu‐Jui Huang +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #91G20 #91G80 #FOS: Economics and business #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
2. A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
   2009/05/12 by Arash Fahim, Fahim, Arash, Xavier Warin +2 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #49L25 #65C05 #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
3. A Numerical Scheme for A Singular control problem:\n Investment-Consumption Under Proportional Transaction Costs
   2017/11/02 by Arash Fahim, Fahim, Arash, Wan-Yu Tsai +1 · 1 citation
   Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Numerical Analysis (math.NA) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications
4. Gaining efficiency in deep policy gradient method for continuous-time optimal control problems
   2025/02/19 by Fahim, Arash, Rahman, Md. Arafatur · 1 citation
   #49M25 #90-08 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC)