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 1 2 2 40
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 0 27 1 4 13 197
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 2 3 86 2 6 16 276
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 0 20 2 2 3 53
Total Working Papers 0 2 3 138 6 14 34 587

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 2 247 0 0 8 484
Comments on Whaley's note 0 0 0 38 1 1 6 103
Mutual fund insurance 0 0 0 34 1 1 6 138
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 3 4 12 1,050
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 0 158 0 0 6 511
The American Put Option Valued Analytically 0 2 7 735 0 2 23 1,559
The Fiscal and Monetary Linkage between Stock Returns and Inflation 1 2 8 733 4 9 35 1,633
The Pricing of Options with Stochastic Dividend Yield 0 0 0 271 1 3 10 568
The Valuation of Corporate Liabilities as Compound Options 0 0 6 290 0 4 21 725
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 0 180 1 3 9 304
The early exercise of American puts 0 0 0 60 0 1 3 182
The valuation of compound options 3 7 29 1,770 6 21 73 3,051
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 1 1 3 166 2 3 13 311
Total Journal Articles 5 12 55 5,002 19 52 225 10,619

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Statistics updated 2026-05-06