Browsing All of EconStor by Author Reesor, R. Mark
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2020 | Forest of stochastic trees: A method for valuing multiple exercise options | Reesor, R. Mark; Marshall, T. James |
2021 | American option pricing with importance sampling and shifted regressions | Boire, Francois-Michel; Reesor, R. Mark; Stentoft, Lars |
2021 | Know your clients' behaviours: A cluster analysis of financial transactions | Thompson, John R. J.; Feng, Longlong; Reesor, R. Mark; Grace, Chuck |
2021 | Efficient variance reduction for American call options using symmetry arguments | Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars |