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math.AP2013
Strong Convergence to the homogenized limit of parabolic equations with random coefficients II
Joseph G. Conlon, Arash Fahim
This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized…
q-fin.PM2013★ 1 cited
Balancing small fixed and proportional transaction cost in trading strategies
Jose V. Alcala, Arash Fahim
Transaction costs appear in financial markets in more than one form. There are several results in the literature on small proportional transaction cost and not that many on fixed t…