A recursive integration method for approximate solution of stochastic differential equations. - M. I. Abukhaled; Edward J. Allen (Int. J. Comput. Math., 1998)

Extrapolation of difference methods in option valuation. - Armando Arciniega; Edward J. Allen (Appl. Math. Comput., 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)

On the use of numerical methods for analysis and control of nonlinear convective systems. - Edward J. Allen; John A. Burns; David S. Gilliam (CDC, 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)

Control and sensitivity reduction for a viscous Burgers' equation. - Edward J. Allen; John A. Burns; David S. Gilliam (CDC, 2012)

Deterministic and stochastic nutrient-phytoplankton- zooplankton models with periodic toxin producing phytoplankton. - Sophia R.-J. Jang; Edward J. Allen (Appl. Math. Comput., 2015)