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 0 0 35
Controlling Interest Rate Risk and Return with Futures 0 1 1 3 0 1 1 20
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults 0 0 0 16 0 3 10 147
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 3 22 71 2 12 40 207
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 1 1 16 0 1 1 42
Total Working Papers 0 5 24 108 2 17 52 451


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 2 2 2 231 3 5 10 447
Comments on Whaley's note 0 0 0 37 0 1 1 92
Mutual fund insurance 0 0 0 34 0 0 1 125
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 311 2 2 4 1,016
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 4 139 0 1 8 474
The American Put Option Valued Analytically 0 0 6 662 0 5 18 1,424
The Fiscal and Monetary Linkage between Stock Returns and Inflation 3 8 32 614 9 23 88 1,297
The Pricing of Options with Stochastic Dividend Yield 0 0 1 250 0 3 5 515
The Valuation of Corporate Liabilities as Compound Options 1 5 24 188 6 14 59 445
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 2 3 168 2 4 9 271
The early exercise of American puts 0 0 1 53 0 0 3 164
The valuation of compound options 2 4 24 1,600 3 10 54 2,688
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 2 7 138 1 5 11 246
Total Journal Articles 8 23 104 4,425 26 73 271 9,204


Statistics updated 2020-01-03