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Research
Research
My research involves numerical development and testing of stochastic
differential equations, mathematical finance and mathematical biology.
A list of publications follows:
Arciniega, Armando; Broome, Michael, Prieto, Gaby.
Stochastic Modeling of Parasites in Host Populations. Procedings of The
First International Conference on Mathematics and Statistics;
March 18-21, 2010, Sharjah, U.A.E. AUS-ICMS'10-1-AUS-ICMS'10-5.
[PDF]
Allen, Edward J.; Allen, Linda J. S.; Arciniega, Armando; Greenwood, Priscilla E.
Construction of Equivalent Stochastic Differential Equation Models. Stoch. Anal. Appl.;
2008, 26 (2), 274-297.
[PDF]
Arciniega, A. Shooting Methods for Numerical Solution of
Nonlinear Stochastic Boundary-Value Problems. Stoch. Anal. Appl.;
2007, 25 (1), 187-200.
[PDF]
Arciniega, A.; Allen, E.J. Rounding Error in Numerical Solution of
Stochastic Differential Equations. Stoch. Anal. Appl.;
2003, 21 (2), 281-300.
[PDF]
Arciniega, A.; Allen, E.J. Extrapolation of Difference Methods in Option
Valuation. Applied Mathematics and Computation;
2004, 153 (1), 165-186.
[PDF]
Arciniega, A.; Allen, E.J. Shooting Methods for Numerical Solution of
Stochastic Boundary-Value Problems. Stoch. Anal. Appl.;
2004, 22 (5), 1295-1314.
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Questions and comments concerning this page are to be
addressed to
armando.arciniega@utsa.edu.
