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Mark Reesor

R. Mark Reesor

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2020 – today

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2023
[j4]
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  - journals/orl/BoireRS23
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  - https://dblp.org/rec/journals/orl/BoireRS23
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

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2015
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  - journals/cms/NaseemR15
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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]
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  - journals/isci/MiranskyyDRM12
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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]
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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]
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T. James Marshall, R. Mark Reesor, Matthew Cox:
Simulation valuation of multiple exercise options. WSC 2011: 3772-3783
[i2]
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  - journals/corr/abs-1107-4016
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Andriy V. Miranskyy, Matthew Davison, Mark Reesor:
Metrics of Risk Associated with Defects Rediscovery. CoRR abs/1107.4016 (2011)
2010
[i1]
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  - journals/corr/abs-1010-5537
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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

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2005
[c1]
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  - conf/re/MiranskyyaMDR05
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Andriy V. Miranskyy, Nazim H. Madhavji, Matthew Davison, Mark Reesor:
Modelling Assumptions and Requirements in the Context of Project Risk. RE 2005: 471-472

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