|Associate Professor of Economics and Mathematics|
Joined the faculty in 1997
Phone: (814) 865-1297
Fax: (814) 865-3735
Office Hours for Summer 2013: by appointment
Areas of Interest:
- Economic Theory
"A Finite States Contraction Algorithm for Dynamic Models," in Computational Methods in Decision-making, Economics and Finance, Berc Rustem & Donald W. Hearn (eds.), North-Holland, forthcoming.
"A Constructive Finite Method for Scattering Points on the Surface of $d$-Dimensional Spheres," (with Bajnok, Damelin and Mullen), Computing, 68 (2002), pp. 97-109.
"Time Series Simulation with Quasi Monte Carlo Methods" (with Peter Winker), Computational Economics, 00:1-21, 2001.
"Stabilizing, Monetary Injection Policies" (with Jerry L. Bona), Journal of Economic Theory, 98, 127-157, (2001).
"Non-steady-state Equilibrium Solution of a Class of Dynamic Models," Journal of Economic Dynamics and Control, 25(2001), pp. 967-978.
"Faster Pricing of Derivatives," Journal of Revista de Analysis Economics, Vol. 15, No. 1, pp. 111-119, 2000.
"Parallel Computing of a Quasi-Monte Carlo Algorithm for Valuing Derivatives" (with G. Mullen), Parallel Computing, 26(5): 641-653, 2000.
"Numerical Analysis of a Nonlinear Operator Problem Arising from Economics," Journal of Economic Dynamics and Control, 22(1998), pp. 1335-1351.
"Numerical Analysis of a Monetary Over-Lapping Generation Model," in Computational Approaches to Economic Problems, Kluwer Academic Publishers, 1997, pp. 309-325.
"Evaluating High Dimensional Integrals of Financial Markets."
"The Existence and Uniqueness of Equilibrium for a Class Dynamic Model."
Research in Progress:
- Monetary policy and open market operation analysis
- Derivative security pricing
- Extrinsic uncertainty analysis