R. Mark Reesor

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Lower bounds for American option prices with control variates Operations Research Letters	2024-06-17	Paper
A structural framework for modelling contingent capital Quantitative Finance	2018-11-19	Paper
Bias reduction for pricing American options by least-squares Monte Carlo Applied Mathematical Finance	2017-10-05	Paper
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis Computational Management Science	2015-07-29	Paper
Valuation and analysis of zero-coupon contingent capital bonds Mathematics and Financial Economics	2015-04-29	Paper
Forest of stochastic meshes: a new method for valuing high-dimensional swing options Operations Research Letters	2011-03-22	Paper
Correcting the Bias in Monte Carlo Estimators of American-style Option Values Monte Carlo and Quasi-Monte Carlo Methods 2008	2010-02-15	Paper
A calibration algorithm for simulation-based pricing models IMA Journal of Management Mathematics	2007-12-18	Paper
scientific article; zbMATH DE number 2243741 (Why is no real title available?)	2006-01-05	Paper

Research outcomes over time

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