Access Statistics for Professor Robert L. Geske

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 38
Controlling Interest Rate Risk and Return with Futures 0 0 0 3 0 0 0 20
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults 0 1 4 20 0 1 7 155
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 1 1 5 76 2 4 14 221
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 1 18 0 0 1 44
Total Working Papers 1 2 10 119 2 5 24 478


Journal Article File Downloads Abstract Views
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 1 1 4 235 1 1 4 451
Comments on Whaley's note 0 0 0 37 0 0 2 94
Mutual fund insurance 0 0 0 34 0 0 0 128
On Valuing American Call Options with the Black-Scholes European Formula 0 0 1 312 0 0 2 1,018
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 2 141 0 0 2 477
The American Put Option Valued Analytically 2 3 12 675 2 7 23 1,448
The Fiscal and Monetary Linkage between Stock Returns and Inflation 1 9 30 647 8 30 85 1,388
The Pricing of Options with Stochastic Dividend Yield 1 1 2 253 1 3 4 520
The Valuation of Corporate Liabilities as Compound Options 3 8 28 216 8 23 74 523
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 1 2 170 0 1 4 275
The early exercise of American puts 0 1 1 54 0 1 2 167
The valuation of compound options 1 3 27 1,629 4 11 64 2,759
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 1 5 143 1 2 6 252
Total Journal Articles 9 28 114 4,546 25 79 272 9,500


Statistics updated 2021-02-03