R. Mark Reesor

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 2

Top Topics

Branch And Bound Algorithm

Top Venues

Oper. Res. Lett.

Comput. Manag. Sci.

Publications

François-Michel Boire, R. Mark Reesor, Lars Stentoft
Lower bounds for American option prices with control variates. Oper. Res. Lett. 51 (6) (2023)
Almas Naseem, R. Mark Reesor
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis. Comput. Manag. Sci. 12 (1) (2015)
Andriy V. Miranskyy, Matthew Davison, R. Mark Reesor, Syed Shariyar Murtaza
Using entropy measures for comparison of software traces. Inf. Sci. 203 (2012)
T. James Marshall, R. Mark Reesor
Forest of stochastic meshes: A new method for valuing high-dimensional swing options. Oper. Res. Lett. 39 (1) (2011)
T. James Marshall, R. Mark Reesor, Matthew Cox
Simulation valuation of multiple exercise options. WSC (2011)