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	0	38
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	1	3	27	1	3	7	186
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	0	0	2	83	0	2	9	260
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing	0	0	0	20	0	0	1	50
Total Working Papers	0	1	5	135	1	5	17	555

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	0	1	2	246	0	1	6	477
Comments on Whaley's note	0	0	0	38	0	0	0	97
Mutual fund insurance	0	0	0	34	0	0	0	132
On Valuing American Call Options with the Black-Scholes European Formula	0	0	1	320	0	0	1	1,038
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note	0	0	2	158	0	0	2	505
The American Put Option Valued Analytically	2	3	10	730	3	7	17	1,542
The Fiscal and Monetary Linkage between Stock Returns and Inflation	2	4	12	727	5	17	50	1,607
The Pricing of Options with Stochastic Dividend Yield	0	0	2	271	0	0	4	558
The Valuation of Corporate Liabilities as Compound Options	0	1	7	285	0	3	16	707
The Valuation of Corporate Liabilities as Compound Options: A Correction	0	0	1	180	0	0	3	295
The early exercise of American puts	0	0	0	60	1	1	2	180
The valuation of compound options	2	5	35	1,744	3	10	64	2,983
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques	0	0	2	163	0	1	3	299
Total Journal Articles	6	14	74	4,956	12	40	168	10,420

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Statistics updated 2025-07-04