Concepedia

Arash Fahim

AF

4

Publications

225

Citations

4

H-Index

2011

Active since

Affiliations

Florida State University(Current)

University of Michigan

Arash Fahim is an author at Florida State University specializing in engineering, numerical analysis, and stochastic analysis.

Top concepts

EngineeringStochastic ModelsNumerical AnalysisStochastic AnalysisManagementProbabilityOperations ResearchStochastic CalculusApproximation TheoryNumerical Simulation

Publications per year

2011–2015

4

Publications

4

A probabilistic numerical method for fully nonlinear parabolic PDEs

Arash Fahim, Nizar Touzi, Xavier Warin · The Annals of Applied Probability · 2011 · 173 citations · Full text

Numerical Analysis, Engineering, Stochastic Analysis +18

Strong convergence to the homogenized limit of parabolic equations with random coefficients

Joseph P. Conlon, Arash Fahim · Transactions of the American Mathematical Society · 2014 · 20 citations · Full text

Parabolic Equations, Homogenized Parabolic Pde, Homogenized Limit +8

Model-independent superhedging under portfolio constraints

Arash Fahim, Yu‐Jui Huang · Finance and Stochastics · 2015 · 20 citations

Mathematical Programming, Portfolio Optimization, Portfolio Constraints +6

A stochastic approximation for fully nonlinear free boundary parabolic problems

Erhan Bayraktar, Arash Fahim · Numerical Methods for Partial Differential Equations · 2013 · 12 citations · Full text

Numerical Analysis, Engineering, Stochastic Numerical Method +11

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