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	35
Controlling Interest Rate Risk and Return with Futures	0	1	1	3	0	1	1	20
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults	0	0	0	16	0	3	10	147
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	3	22	71	2	12	40	207
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	1	1	16	0	1	1	42
Total Working Papers	0	5	24	108	2	17	52	451

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	2	2	2	231	3	5	10	447
Comments on Whaley's note	0	0	0	37	0	1	1	92
Mutual fund insurance	0	0	0	34	0	0	1	125
On Valuing American Call Options with the Black-Scholes European Formula	0	0	0	311	2	2	4	1,016
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	4	139	0	1	8	474
The American Put Option Valued Analytically	0	0	6	662	0	5	18	1,424
The Fiscal and Monetary Linkage between Stock Returns and Inflation	3	8	32	614	9	23	88	1,297
The Pricing of Options with Stochastic Dividend Yield	0	0	1	250	0	3	5	515
The Valuation of Corporate Liabilities as Compound Options	1	5	24	188	6	14	59	445
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	2	3	168	2	4	9	271
The early exercise of American puts	0	0	1	53	0	0	3	164
The valuation of compound options	2	4	24	1,600	3	10	54	2,688
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	2	7	138	1	5	11	246
Total Journal Articles	8	23	104	4,425	26	73	271	9,204

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Statistics updated 2020-01-03