T. James Marshall

Publication Activity (10 Years)

Years Active: 2011-2011
Publications (10 Years): 0

Publications

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)