| A probabilistic numerical method for fully nonlinear parabolic PDEs A Fahim, N Touzi, X Warin | 210 | 2011 |
| Model-independent superhedging under portfolio constraints A Fahim, YJ Huang Finance and Stochastics 20, 51-81, 2016 | 30 | 2016 |
| A Stochastic Approximation for Fully Nonlinear Free Boundary Problems E Bayraktar, A Fahim Numerical Methods for Partial differential Equations, 2013 | 15* | 2013 |
| Optimal investment in a dual risk model A Fahim, L Zhu Risks 11 (2), 41, 2023 | 8 | 2023 |
| Volatility can be detrimental to option values! H Ghoddusi, A Fahim Economics letters 149, 5-9, 2016 | 7 | 2016 |
| Strong convergence to the homogenized limit of parabolic equations with random coefficients J Conlon, A Fahim Transactions of the American Mathematical Society 367 (5), 3041-3093, 2015 | 7* | 2015 |
| Asymptotic analysis for optimal dividends in a dual risk model A Fahim, L Zhu Stochastic Models 38 (4), 605-637, 2022 | 5 | 2022 |
| Optimal Production Policy under the Carbon Emission Market R Belaouar, A Fahim, N Touzi | 5 | 2011 |
| A numerical scheme for a singular control problem: Investment–consumption under proportional transaction costs WY Tsai, A Fahim Journal of Computational and Applied Mathematics 333, 170-184, 2018 | 4 | 2018 |
| Optimal portfolio execution under time-varying liquidity constraints HY Lin, A Fahim Applied Mathematical Finance 24 (5), 387-416, 2017 | 4 | 2017 |
| Balancing small fixed and proportional transaction cost in trading strategies JV Alcala, A Fahim arXiv preprint arXiv:1304.7562, 2013 | 3 | 2013 |
| Long range correlation inequalities for massless Euclidean fields JG Conlon, A Fahim Illinois Journal of Mathematics 59 (1), 143-187, 2015 | 1 | 2015 |
| Convergence of a Monte Carlo method for fully non-linear elliptic and parabolic PDEs in some general domains A Fahim Preprint available at http://www. math. fsu. edu/∼ fahim/Bounded_Domain_v0. pdf, 2011 | 1 | 2011 |
| Probabilistic Numerical Methods for Fully Non-linear Non-local Parabolic PDEs A Fahim | 1 | 2010 |
| CONVERGENCE OF A MONTE CARLO METHOD FOR FULLY NONLINEAR PARABOLIC LOCAL AND NON-LOCAL PDES A FAHIM International Journal of Information and Systems Sciences 6 (2), 113-127, 2010 | 1 | 2010 |
| In Memory of Peter Carr (1958–2022) G Campolieti, A Fahim, D Pirjol, H Stein, TH Wang, L Zhu Risks 12 (2), 39, 2024 | | 2024 |
| Monitoring in Dynamic Financial Contracts A Fahim, S Gervais, RV Krishna | | 2023 |
| Impact of carbon market on production emissions A Fahim, N Touzi arXiv preprint arXiv:2312.03665, 2023 | | 2023 |
| Generalized Duality for Model-Free Superhedging given Marginals A Fahim, YJ Huang, S Khalili arXiv preprint arXiv:1909.06036, 2019 | | 2019 |
| Introduction to Financial Mathematics: Concepts and Computational Methods A Fahim | | 2019 |
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
