Edward J. Allen

According to our database, Edward J. Allen authored at least 7 papers between 1998 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

Deterministic and stochastic nutrient-phytoplankton- zooplankton models with periodic toxin producing phytoplankton.

Sophia R.-J. Jang, Edward J. Allen

Appl. Math. Comput., 2015

2012

Control and sensitivity reduction for a viscous Burgers' equation.

Edward J. Allen, John A. Burns, David S. Gilliam

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2008

Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation.

Rachel Koskodan, Edward J. Allen

Math. Comput. Model., 2008

On the use of numerical methods for analysis and control of nonlinear convective systems.

Edward J. Allen, John A. Burns, David S. Gilliam

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2004

Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.

J. S. Severino, Edward J. Allen, H. D. Victory Jr

Appl. Math. Comput., 2004

Extrapolation of difference methods in option valuation.

Armando Arciniega, Edward J. Allen

Appl. Math. Comput., 2004

1998

A recursive integration method for approximate solution of stochastic differential equations.

M. I. Abukhaled, Edward J. Allen

Int. J. Comput. Math., 1998