Fahim A, Zhu L. (2023) Optimal investment in a dual risk model. Risks. Feb 9;11(2):41.
Fahim, A., & Zhu, L. (2022). Asymptotic analysis for optimal dividends in a dual risk model. Stochastic Models, 38(4), 605-637.
Tsai, W. Y., & Fahim, A. (2018). A numerical scheme for a singular control problem: Investment–consumption under proportional transaction costs. Journal of Computational and Applied Mathematics, 333, 170-184.
Lin, Hua-Yi, and Arash Fahim. "Optimal portfolio execution under time-varying liquidity constraints." Applied Mathematical Finance 24.5 (2017): 387-416.
Ghoddusi, Hamed, and Arash Fahim. "Volatility can be detrimental to option values!." Economics Letters 149 (2016): 5-9.
Fahim, A., & Huang, Y. J. (2016). Model-independent superhedging under portfolio constraints. Finance and Stochastics, 20, 51-81.
Conlon JG, Fahim A. Long range correlation inequalities for massless Euclidean fields. Illinois Journal of Mathematics. 2015 Jan;59(1):143-87.
Conlon, J., & Fahim, A. (2015). Strong convergence to the homogenized limit of parabolic equations with random coefficients. Transactions of the American Mathematical Society, 367(5), 3041-3093.
Conlon, J. G., & Fahim, A. (2013). Strong convergence to the homogenized limit of elliptic equations with random coefficients II. Bulletin of the London Mathematical Society, 45(5), 973-986.
Bayraktar, E., & Fahim, A. (2014). A stochastic approximation for fully nonlinear free boundary parabolic problems. Numerical Methods for Partial Differential Equations, 30(3), 902-929.
Fahim, A., Touzi, N., & Warin, X. (2011). A probabilistic numerical method for fully nonlinear parabolic PDEs.