R. Mark Reesor

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Person:631201

Available identifiers

zbMath Open reesor.r-markMaRDI QIDQ631201

List of research outcomes





PublicationDate of PublicationType
Lower bounds for American option prices with control variates2024-06-17Paper
A structural framework for modelling contingent capital2018-11-19Paper
Bias Reduction for Pricing American Options by Least-Squares Monte Carlo2017-10-05Paper
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis2015-07-29Paper
Valuation and analysis of zero-coupon contingent capital bonds2015-04-29Paper
Forest of stochastic meshes: a new method for valuing high-dimensional swing options2011-03-22Paper
Correcting the Bias in Monte Carlo Estimators of American-style Option Values2010-02-15Paper
A calibration algorithm for simulation-based pricing models2007-12-18Paper
https://portal.mardi4nfdi.de/entity/Q57159152006-01-05Paper

Research outcomes over time

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