Recent Publications

For a more complete list of my papers please see my Google Scholar page

For reprints of any of these papers please send an e-mail to:

Energy Finance Papers

Analyzing the impact of environmental variables on the repayment time for solar farms under feed-in tariff

B. Lu and M. Davison
Environmental Systems Research 2(5), doi:10.1186/2193-2697-2-5,2013.

Geological Compressed Air Energy Storage as an enabling technology for renewable energy in Ontario, Canada

J. Konrad, R. Carriveau, M. Davison, F. Simpson, and D. Ting
The International Journal of Environmental Studies 69(2) 350-359, 2012.

Factors affecting the value of environmental predictions to the energy sector

M. Davison, O. Gurtuna, C. Masse & B. Mills
Environmental Systems Research 1(1), 2012

Using a Spark-Spread Valuation to Investigate the Impact of Corn-Gasoline Correlation on Ethanol Plant Valuation.

N. Kirby and M. Davison
Energy Economics 32, 1221-1227, 2010.

When does variable power pricing alter the behavior of hydroelectric facility operators?

Guangzhi Zhao and Matt Davison
Renewable Energy 34, 1064-1077, 2009.

Natural Gas Storage Valuation and Optimization: A Real Options Application

Matt Thompson, Henning Rasmussen, and Matt Davison
Naval Research Logistics 56(30) 226-238, 2009.

Valuing Hydrological Forecasts for a Pump Storage Facility

Guangzhi Zhao and Matt Davison, Journal of Hydrology 373, 453-462 2009

Financial Mathematics and Risk Management Papers

A Bias-reduction Technique for Monte Carlo Pricing of Early-exercise Options

T.Whitehead, M.Davison, and R.M.Reesor
Journal of Computational Finance 15(3) 33-69, 2012.

Fair Value and Risk Profile for Presale Contracts of Condominiums

J. Choi, H. Rasmussen, and M. Davison
Journal of Real Estate Finance and Economics 44(4), 272-504, 2012.

Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

S. Fan, L. Jiang and M. Davison
Comptes Rendus Mathematique 348, 683-686, 2010

Efficient Construction of Robust Hedging Strategies Under Jump Models

V. Surkov and Matt Davison
Canadian Applied Math Quarterly 17(4) 755-776, 2009.

The early exercise region for Bermudan options on multiple underlyings

Jeff Kay, Matt Davison, and Henning Rasmussen
Mathematical and Computer Modelling, 50 1448-1460. 2009.

Applied Optimization and Industrial Mathematics

A novel dose-volume metric for optimizing therapeutic ratio through fractionation: Retrospective analysis of lung cancer treatments

H. Keller, A. Hope, G. Meier, & M. Davison
To appear, Medical Physics 40(8)

Using entropy measures for comparison of software traces

A.V. Miranskyy, M. Davison, M. Reesor, and S.S. Murtaza
Information Sciences 203 59-72, 2012.

Optimizing Constrained Search Patterns for Remote Mine Hunting Vehicles

M. Couillard, J. Fawcett & M. Davison
IEEE J. Ocean Engineering, 37(1) 75-84, 2012