Arash Fahim

According to our database¹, Arash Fahim authored at least 3 papers between 2011 and 2018.

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2018

A numerical scheme for a singular control problem: Investment-consumption under proportional transaction costs.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2018

2016

Model-independent superhedging under portfolio constraints.

[BibT_eX]

[DOI]

Finance Stochastics, 2016

2011

A Stochastic Approximation for Fully Nonlinear Free Boundary Problems

[BibT_eX]

[DOI]

CoRR, 2011