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	0	0	2	27	4	5	12	193
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	0	1	84	7	7	15	270
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	1	1	2	51
Total Working Papers	0	0	3	136	12	13	29	573

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	1	2	247	2	6	8	484
Comments on Whaley's note	0	0	0	38	2	4	5	102
Mutual fund insurance	0	0	0	34	2	3	5	137
On Valuing American Call Options with the Black-Scholes European Formula	0	0	0	320	6	7	8	1,046
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	0	158	3	6	6	511
The American Put Option Valued Analytically	0	0	7	733	4	10	23	1,557
The Fiscal and Monetary Linkage between Stock Returns and Inflation	0	0	8	731	2	8	39	1,624
The Pricing of Options with Stochastic Dividend Yield	0	0	0	271	2	6	8	565
The Valuation of Corporate Liabilities as Compound Options	0	1	6	290	4	9	19	721
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	0	0	180	4	5	7	301
The early exercise of American puts	0	0	0	60	1	1	2	181
The valuation of compound options	2	7	27	1,763	13	27	64	3,030
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	2	2	165	4	8	10	308
Total Journal Articles	2	11	52	4,990	49	100	204	10,567

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Statistics updated 2026-02-12