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 2 40
Controlling Interest Rate Risk and Return with Futures 0 0 0 3 0 0 1 22
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults 0 1 1 28 0 2 12 200
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 0 2 86 0 0 15 277
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 0 20 0 1 4 54
Total Working Papers 0 1 3 139 0 3 34 593

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 1 247 0 1 8 486
Comments on Whaley's note 0 0 0 38 1 1 7 104
Mutual fund insurance 0 0 0 34 0 1 6 139
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 0 0 13 1,051
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 5 7 740 0 5 20 1,566
The Fiscal and Monetary Linkage between Stock Returns and Inflation 0 0 4 733 2 3 26 1,636
The Pricing of Options with Stochastic Dividend Yield 0 1 1 272 0 1 12 570
The Valuation of Corporate Liabilities as Compound Options 0 0 5 290 1 3 20 728
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 0 180 0 0 8 304
The early exercise of American puts 0 0 0 60 0 0 2 182
The valuation of compound options 2 4 26 1,778 2 9 75 3,069
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 0 3 166 0 0 12 312
Total Journal Articles 2 10 47 5,016 6 24 215 10,658

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Statistics updated 2026-09-10