Arash Fahim
Author
Alternate name Arash Fahim
Institution Florida State University
Past institutions Florida State University, University of Michigan, Centre de Mathématiques Appliquées, École Polytechnique
ORCID: Yes
H-index: 6
I10-index: 4
Works count: 45
Citations count: 284
A probabilistic numerical method for fully nonlinear parabolic PDEs
2011 · Arash Fahim, Nizar Touzi, et al. · The Annals of Applied Probability
Strong convergence to the homogenized limit of parabolic equations with random coefficients
2014 · Joseph P. Conlon, Arash Fahim · Transactions of the American Mathematical Society
Model-independent superhedging under portfolio constraints
2015 · Arash Fahim, Yu‐Jui Huang · Finance and Stochastics