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 1 1 22
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults 0 1 1 28 1 3 13 200
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors 0 0 2 86 0 1 16 277
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 1 6 36 593

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 2 8 486
Comments on Whaley's note 0 0 0 38 0 0 6 103
Mutual fund insurance 0 0 0 34 1 1 7 139
On Valuing American Call Options with the Black-Scholes European Formula 0 0 0 320 0 1 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 3 5 8 740 3 7 22 1,566
The Fiscal and Monetary Linkage between Stock Returns and Inflation 0 0 5 733 1 1 25 1,634
The Pricing of Options with Stochastic Dividend Yield 0 1 1 272 0 2 12 570
The Valuation of Corporate Liabilities as Compound Options 0 0 5 290 1 2 20 727
The Valuation of Corporate Liabilities as Compound Options: A Correction 0 0 0 180 0 0 9 304
The early exercise of American puts 0 0 0 60 0 0 2 182
The valuation of compound options 2 6 28 1,776 7 16 78 3,067
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 0 3 166 0 1 13 312
Total Journal Articles 5 12 51 5,014 13 33 221 10,652

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Statistics updated 2026-08-07