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2020 – today
- 2023
[j4]François-Michel Boire
, R. Mark Reesor, Lars Stentoft:
Lower bounds for American option prices with control variates. Oper. Res. Lett. 51(6): 568-574 (2023)
2010 – 2019
- 2015
- [j3]Almas Naseem, R. Mark Reesor:
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis. Comput. Manag. Sci. 12(1): 45-79 (2015) - 2012
- [j2]Andriy V. Miranskyy, Matthew Davison, R. Mark Reesor, Syed Shariyar Murtaza:
Using entropy measures for comparison of software traces. Inf. Sci. 203: 59-72 (2012) - 2011
- [j1]T. James Marshall, R. Mark Reesor:
Forest of stochastic meshes: A new method for valuing high-dimensional swing options. Oper. Res. Lett. 39(1): 17-21 (2011) - [c2]T. James Marshall, R. Mark Reesor, Matthew Cox:
Simulation valuation of multiple exercise options. WSC 2011: 3772-3783 - [i2]Andriy V. Miranskyy, Matthew Davison, Mark Reesor:
Metrics of Risk Associated with Defects Rediscovery. CoRR abs/1107.4016 (2011) - 2010
- [i1]Andriy V. Miranskyy, Matthew Davison, Mark Reesor, Syed Shariyar Murtaza:
Using entropy measures for comparison of software traces. CoRR abs/1010.5537 (2010)
2000 – 2009
- 2005
- [c1]Andriy V. Miranskyy, Nazim H. Madhavji, Matthew Davison, Mark Reesor:
Modelling Assumptions and Requirements in the Context of Project Risk. RE 2005: 471-472
Coauthor Index
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