Edward J. Allen

Extrapolation of difference methods in option valuation

Armando Arciniega, Edward J. Allen, 2004, Appl. Math. Comput..

Control and sensitivity reduction for a viscous Burgers' equation

David S. Gilliam, John A. Burns, Edward J. Allen, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

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

Edward J. Allen, Rachel Koskodan, 2008, Math. Comput. Model..

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

Edward J. Allen, H. D. Victory, J. S. Severino, 2004, Appl. Math. Comput..

Classical and Modern Numerical Analysis: Theory, Methods and Practice

Padmanabhan Seshaiyer, Azmy S. Ackleh, Edward J. Allen, 2009 .

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

David S. Gilliam, John A. Burns, Edward J. Allen, 2008, 2008 47th IEEE Conference on Decision and Control.

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

Edward J. Allen, Sophia R.-J. Jang, E. Allen, 2015, Appl. Math. Comput..