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 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 1 3 27 1 3 7 186
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 0 2 83 0 2 9 260
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 0 20 0 0 1 50
Total Working Papers 0 1 5 135 1 5 17 555


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 1 2 246 0 1 6 477
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 1 320 0 0 1 1,038
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 2 158 0 0 2 505
The American Put Option Valued Analytically 2 3 10 730 3 7 17 1,542
The Fiscal and Monetary Linkage between Stock Returns and Inflation 2 4 12 727 5 17 50 1,607
The Pricing of Options with Stochastic Dividend Yield 0 0 2 271 0 0 4 558
The Valuation of Corporate Liabilities as Compound Options 0 1 7 285 0 3 16 707
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 1 180 0 0 3 295
The early exercise of American puts 0 0 0 60 1 1 2 180
The valuation of compound options 2 5 35 1,744 3 10 64 2,983
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 0 2 163 0 1 3 299
Total Journal Articles 6 14 74 4,956 12 40 168 10,420


Statistics updated 2025-07-04