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	3	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	8	155
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	1	4	75	1	4	12	219
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	1	2	18	0	1	2	44
Total Working Papers	0	3	10	118	1	6	25	476

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	3	234	0	0	3	450
Comments on Whaley's note	0	0	0	37	0	1	2	94
Mutual fund insurance	0	0	0	34	0	0	3	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	3	477
The American Put Option Valued Analytically	0	3	11	673	1	7	22	1,446
The Fiscal and Monetary Linkage between Stock Returns and Inflation	5	11	32	646	11	29	83	1,380
The Pricing of Options with Stochastic Dividend Yield	0	0	2	252	2	2	4	519
The Valuation of Corporate Liabilities as Compound Options	1	6	25	213	5	20	70	515
The Valuation of Corporate Liabilities as Compound Options: A Correction	1	1	2	170	1	1	4	275
The early exercise of American puts	1	1	1	54	1	1	3	167
The valuation of compound options	1	2	28	1,628	4	12	67	2,755
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	1	5	143	0	1	5	251
Total Journal Articles	9	25	112	4,537	25	74	271	9,475

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Statistics updated 2021-01-03