Access Statistics for Professor Robert L. Geske

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options	0	0	0	2	0	0	0	38
Controlling Interest Rate Risk and Return with Futures	0	0	0	3	0	0	0	21
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults	1	2	3	27	1	3	5	184
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	0	2	83	2	5	10	260
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	0	1	1	50
Total Working Papers	1	2	5	135	3	9	16	553

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on an analytical valuation formula for unprotected American call options on stocks with known dividends	0	0	2	245	0	0	8	476
Comments on Whaley's note	0	0	0	38	0	0	0	97
Mutual fund insurance	0	0	0	34	0	0	0	132
On Valuing American Call Options with the Black-Scholes European Formula	0	0	2	320	0	0	2	1,038
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	3	158	0	0	3	505
The American Put Option Valued Analytically	1	2	10	728	1	2	14	1,536
The Fiscal and Monetary Linkage between Stock Returns and Inflation	2	2	14	725	8	13	47	1,598
The Pricing of Options with Stochastic Dividend Yield	0	0	4	271	0	1	6	558
The Valuation of Corporate Liabilities as Compound Options	0	0	7	284	0	2	15	704
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	0	2	180	0	1	4	295
The early exercise of American puts	0	0	0	60	0	0	1	179
The valuation of compound options	2	5	37	1,741	5	12	69	2,978
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	0	3	163	0	0	5	298
Total Journal Articles	5	9	84	4,947	14	31	174	10,394

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Statistics updated 2025-05-12