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	1	25	0	0	4	181
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	1	2	83	2	3	9	257
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	0	0	0	49
Total Working Papers	0	1	3	133	2	3	13	546

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	245	0	0	8	476
Comments on Whaley's note	0	0	0	38	0	0	0	97
Mutual fund insurance	0	0	0	34	0	0	0	132
On Valuing American Call Options with the Black-Scholes European Formula	0	0	4	320	0	0	5	1,038
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	1	3	158	0	1	4	505
The American Put Option Valued Analytically	0	2	12	726	0	3	16	1,534
The Fiscal and Monetary Linkage between Stock Returns and Inflation	0	0	17	723	3	5	47	1,588
The Pricing of Options with Stochastic Dividend Yield	0	1	4	271	0	1	5	557
The Valuation of Corporate Liabilities as Compound Options	0	1	8	284	1	5	18	703
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	1	2	180	1	2	4	295
The early exercise of American puts	0	0	0	60	0	0	1	179
The valuation of compound options	1	8	34	1,737	4	15	63	2,970
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	0	5	163	0	0	10	298
Total Journal Articles	1	14	91	4,939	9	32	181	10,372

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Statistics updated 2025-03-03