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 1 1 39
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 2 7 14 195
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 0 1 84 1 8 14 271
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing 0 0 0 20 0 1 2 51
Total Working Papers 0 0 3 136 4 17 31 577

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 2 247 0 6 8 484
Comments on Whaley's note 0 0 0 38 0 4 5 102
Mutual fund insurance 0 0 0 34 0 2 5 137
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 0 7 8 1,046
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 0 158 0 5 6 511
The American Put Option Valued Analytically 2 2 9 735 2 6 25 1,559
The Fiscal and Monetary Linkage between Stock Returns and Inflation 1 1 9 732 2 8 38 1,626
The Pricing of Options with Stochastic Dividend Yield 0 0 0 271 0 4 8 565
The Valuation of Corporate Liabilities as Compound Options 0 1 6 290 0 7 18 721
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 0 180 0 5 6 301
The early exercise of American puts 0 0 0 60 1 2 3 182
The valuation of compound options 2 8 28 1,765 7 28 67 3,037
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 1 2 165 0 5 10 308
Total Journal Articles 5 14 56 4,995 12 89 207 10,579

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Statistics updated 2026-03-04