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	2	38
Controlling Interest Rate Risk and Return with Futures	0	0	0	3	0	0	0	20
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults	0	1	4	20	0	1	7	155
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	1	1	5	76	2	4	14	221
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	1	18	0	0	1	44
Total Working Papers	1	2	10	119	2	5	24	478

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	1	1	4	235	1	1	4	451
Comments on Whaley's note	0	0	0	37	0	0	2	94
Mutual fund insurance	0	0	0	34	0	0	0	128
On Valuing American Call Options with the Black-Scholes European Formula	0	0	1	312	0	0	2	1,018
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	2	141	0	0	2	477
The American Put Option Valued Analytically	2	3	12	675	2	7	23	1,448
The Fiscal and Monetary Linkage between Stock Returns and Inflation	1	9	30	647	8	30	85	1,388
The Pricing of Options with Stochastic Dividend Yield	1	1	2	253	1	3	4	520
The Valuation of Corporate Liabilities as Compound Options	3	8	28	216	8	23	74	523
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	1	2	170	0	1	4	275
The early exercise of American puts	0	1	1	54	0	1	2	167
The valuation of compound options	1	3	27	1,629	4	11	64	2,759
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	1	5	143	1	2	6	252
Total Journal Articles	9	28	114	4,546	25	79	272	9,500

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Statistics updated 2021-02-03