Capital Structure Models and Contingent Convertible Securities von Meng, Di, Metzler, Adam, Reesor, R. Mark

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Misrepresentation and capital structure: Quantifying the impact on corporate debt value von Zhou, Xinghua, Reesor, R. Mark

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American option pricing with importance sampling and shifted regressions von Boire, Francois-Michel, Reesor, R. Mark, Stentoft, Lars

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Efficient variance reduction for American call options using symmetry arguments von Boire, François-Michel, Reesor, R. Mark, Stentoft, Lars

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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options von Reesor, R. Mark, Stentoft, Lars, Zhu, Xiaotian

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Lower bounds for American option prices with control variates von Boire, François-Michel, Reesor, R. Mark, Stentoft, Lars

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Measuring the gap between elicited and revealed risk for investors: An empirical study von Thompson, John R. J., Feng, Longlong, Reesor, R. Mark, Grace, Chuck, Metzler, Adam

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Measuring Financial Advice: aligning client elicited and revealed risk von Thompson, John R J, Feng, Longlong, Reesor, R Mark, Grace, Chuck, Metzler, Adam

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Forest of stochastic meshes: A new method for valuing high-dimensional swing options von Marshall, T.J., Reesor, R. Mark

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Simulation valuation of multiple exercise options von Marshall, T. J., Reesor, R. M., Cox, M.

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