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	2	27	0	0	7	188
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	0	2	84	0	1	9	263
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	0	0	1	50
Total Working Papers	0	0	4	136	0	1	17	560

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	1	246	0	0	2	478
Comments on Whaley's note	0	0	0	38	0	1	1	98
Mutual fund insurance	0	0	0	34	1	2	3	135
On Valuing American Call Options with the Black-Scholes European Formula	0	0	0	320	0	1	1	1,039
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	1	158	1	1	2	506
The American Put Option Valued Analytically	0	0	9	733	6	7	22	1,553
The Fiscal and Monetary Linkage between Stock Returns and Inflation	0	2	8	731	2	8	35	1,618
The Pricing of Options with Stochastic Dividend Yield	0	0	1	271	2	3	5	561
The Valuation of Corporate Liabilities as Compound Options	0	4	6	289	2	6	16	714
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	0	1	180	0	0	3	296
The early exercise of American puts	0	0	0	60	0	0	1	180
The valuation of compound options	1	5	28	1,757	6	15	54	3,009
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	1	1	1	164	3	3	5	303
Total Journal Articles	2	12	56	4,981	23	47	150	10,490

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Statistics updated 2025-12-06