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R. Mark Reesor

Observed names: MARK REESOR, Mark Reesor, R Mark Reesor, R. M. Reesor, R.M. Reesor, Reesor, Mark, Reesor, R. Mark
ORCID: 0000-0001-8598-4659
Observed ORCID: 0000-0001-8598-4659
OpenAlex ID: A5055998950
Risk, Entropy, and the Transformation of Distributions
2021 · Reesor, R. Mark, McLeish, Don L. · RePEc: Research Papers in Economics · 33
Using entropy measures for comparison of software traces
2012 · A.V. Miranskyy, M. Davison, et al. · Information Sciences · 27
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Know Your Clients' behaviours: a cluster analysis of financial transactions
2020 · Thompson, John R. J., Feng, Longlong, et al. · arXiv (Cornell University) · 20
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Misrepresentation and capital structure: Quantifying the impact on corporate debt value
2015 · Xinghua Zhou, R. Mark Reesor · Journal of Corporate Finance · 14
Correcting the Bias in Monte Carlo Estimators of American-style Option Values
2009 · K. H. Felix Kan, R. Mark Reesor, et al. · Springer eBooks · 13
Forest of stochastic meshes: A new method for valuing high-dimensional swing options
2010 · T.J. Marshall, R. Mark Reesor · Operations Research Letters · 12
Relative entropy, distortion, the bootstrap and risk
2001 · R. Mark Reesor · Library and Archives Canada (Government of Canada) · 12
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Bias Reduction for Pricing American Options by Least-Squares Monte Carlo
2012 · Kin Hung (Felix) Kan, R. Mark Reesor · Applied Mathematical Finance · 11
Valuation and Analysis of Zero-Coupon Contingent Capital Bonds
2014 · A. Metzler, R. M. Reesor · Mathematics and Financial Economics · 9
A bias-reduction technique for Monte Carlo pricing of early-exercise options
2012 · Tyson Whitehead, R. Mark Reesor, et al. · The Journal of Computational Finance · 8
Bias Correction in the Least-Squares Monte Carlo Algorithm
2024 · François-Michel Boire, R. Mark Reesor, et al. · Computational Economics · 5
American Option Pricing with Importance Sampling and Shifted Regressions
2021 · Francois-Michel Boire, R. Mark Reesor, et al. · Journal of risk and financial management · 5
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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
2024 · R. Mark Reesor, Lars Stentoft, et al. · Finance research letters · 4
Measuring the gap between elicited and revealed risk for investors: An empirical study
2022 · John R. J. Thompson, Longlong Feng, et al. · Financial Planning Review · 4
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Know Your Clients' Behaviours: A Cluster Analysis of Financial Transactions
2020 · John R.J. Thompson, Longlong Feng, et al. · Journal of risk and financial management · 4
Simulation valuation of multiple exercise options
2011 · T. James Marshall, R. Mark Reesor, et al. · Winter Simulation Conference · 4
Efficient Variance Reduction for American Call Options Using Symmetry Arguments
2021 · François-Michel Boire, R. Mark Reesor, et al. · Journal of risk and financial management · 3
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A structural framework for modelling contingent capital
2016 · J. Li, A. Metzler, et al. · Quantitative Finance · 3
Metrics of Risk Associated with Defects Rediscovery
2011 · Miranskyy, Andriy V., Davison, Matthew, et al. · arXiv (Cornell University) · 3
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Simulation valuation of multiple exercise options
2011 · T. James Marshall, R. Mark Reesor, et al. · Winter Simulation Conference · 2
Capital Structure Models and Contingent Convertible Securities
2024 · Di Meng, Adam Metzler, et al. · Risks · 1
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Monte Carlo Variance Reduction and American Option Exercise Strategies
2022 · François-Michel Boire, R. Mark Reesor, et al. · SSRN Electronic Journal · 1
Measuring Financial Advice: aligning client elicited and revealed risk
2021 · Thompson, John R J, Longlong Feng, et al. · RePEc: Research Papers in Economics · 1
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Efficient Variance Reduction with Least-Squares Monte Carlo Pricing
2021 · François-Michel Boire, R. Mark Reesor, et al. · SSRN Electronic Journal · 1
Forest of Stochastic Trees: A Method for Valuing Multiple Exercise Options
2020 · R. Mark Reesor, T. James Marshall · Journal of risk and financial management · 1
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Works count: 37
Citation count: 204
H-index: 9
I10-index: 8
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