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	3	27	1	3	8	188
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	1	3	84	1	2	9	262
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	0	0	1	50
Total Working Papers	0	1	6	136	2	5	18	559

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	246	0	1	5	478
Comments on Whaley's note	0	0	0	38	0	0	0	97
Mutual fund insurance	0	0	0	34	1	1	1	133
On Valuing American Call Options with the Black-Scholes European Formula	0	0	0	320	0	0	0	1,038
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	2	158	0	0	2	505
The American Put Option Valued Analytically	1	5	12	733	2	7	19	1,546
The Fiscal and Monetary Linkage between Stock Returns and Inflation	1	4	10	729	1	8	43	1,610
The Pricing of Options with Stochastic Dividend Yield	0	0	1	271	0	0	3	558
The Valuation of Corporate Liabilities as Compound Options	0	0	4	285	1	1	12	708
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	0	1	180	1	1	3	296
The early exercise of American puts	0	0	0	60	0	1	2	180
The valuation of compound options	4	10	37	1,752	5	14	64	2,994
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	0	2	163	1	1	4	300
Total Journal Articles	6	19	71	4,969	12	35	158	10,443

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Statistics updated 2025-09-05