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 1 2 40
Controlling Interest Rate Risk and Return with Futures 0 0 0 3 0 1 1 22
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults 1 1 1 28 1 3 13 199
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 0 3 86 0 3 17 277
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 0 20 1 3 4 54
Total Working Papers 1 1 4 139 2 11 37 592

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 0 0 1 247 1 2 9 486
Comments on Whaley's note 0 0 0 38 0 1 6 103
Mutual fund insurance 0 0 0 34 0 1 6 138
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 0 4 13 1,051
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 0 158 0 0 6 511
The American Put Option Valued Analytically 2 2 7 737 2 4 21 1,563
The Fiscal and Monetary Linkage between Stock Returns and Inflation 0 1 6 733 0 4 26 1,633
The Pricing of Options with Stochastic Dividend Yield 1 1 1 272 1 3 12 570
The Valuation of Corporate Liabilities as Compound Options 0 0 5 290 1 1 19 726
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 0 180 0 1 9 304
The early exercise of American puts 0 0 0 60 0 0 2 182
The valuation of compound options 0 7 30 1,774 0 15 77 3,060
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 1 3 166 0 3 13 312
Total Journal Articles 3 12 53 5,009 5 39 219 10,639

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Statistics updated 2026-07-10