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 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
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


Statistics updated 2021-01-03