R. Mark Reesor

Available identifiers

zbMath Open reesor.r-markMaRDI QIDQ631201

List of research outcomes

Publication	Date of Publication	Type
Lower bounds for American option prices with control variates	2024-06-17	Paper
A structural framework for modelling contingent capital	2018-11-19	Paper
Bias Reduction for Pricing American Options by Least-Squares Monte Carlo	2017-10-05	Paper
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis	2015-07-29	Paper
Valuation and analysis of zero-coupon contingent capital bonds	2015-04-29	Paper
Forest of stochastic meshes: a new method for valuing high-dimensional swing options	2011-03-22	Paper
Correcting the Bias in Monte Carlo Estimators of American-style Option Values	2010-02-15	Paper
A calibration algorithm for simulation-based pricing models	2007-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q5715915	2006-01-05	Paper

Research outcomes over time

This page was built for person: R. Mark Reesor