Mark Reesor

According to our database, Mark Reesor authored at least 7 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Lower bounds for American option prices with control variates.

François-Michel Boire, R. Mark Reesor, Lars Stentoft

Oper. Res. Lett., November, 2023

2015

Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis.

Almas Naseem, R. Mark Reesor

Comput. Manag. Sci., 2015

2012

Using entropy measures for comparison of software traces.

Andriy V. Miranskyy, Matthew Davison, R. Mark Reesor, Syed Shariyar Murtaza

Inf. Sci., 2012

2011

Forest of stochastic meshes: A new method for valuing high-dimensional swing options.

T. James Marshall, R. Mark Reesor

Oper. Res. Lett., 2011

Metrics of Risk Associated with Defects Rediscovery

Andriy V. Miranskyy, Matthew Davison, Mark Reesor

CoRR, 2011

Simulation valuation of multiple exercise options.

T. James Marshall, R. Mark Reesor, Matthew Cox

Proceedings of the Winter Simulation Conference 2011, 2011

2005

Modelling Assumptions and Requirements in the Context of Project Risk.

Andriy V. Miranskyy, Nazim H. Madhavji, Matthew Davison, Mark Reesor

Proceedings of the 13th IEEE International Conference on Requirements Engineering (RE 2005), 29 August, 2005