Details about Professor Robert L. Geske

Access statistics for papers by Professor Robert L. Geske.

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Short-id: pge214

Journal Articles

1985

1. The early exercise of American puts
   Journal of Banking & Finance, 1985, 9, (2), 207-219 View citations (4)
2. Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
   Journal of Financial and Quantitative Analysis, 1985, 20, (1), 45-71 View citations (42)

1984

3. On Valuing American Call Options with the Black-Scholes European Formula
   Journal of Finance, 1984, 39, (2), 443-55 View citations (24)
4. The American Put Option Valued Analytically
   Journal of Finance, 1984, 39, (5), 1511-24 View citations (177)

1983

5. Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note
   Journal of Finance, 1983, 38, (4), 1271-77 View citations (5)
6. The Fiscal and Monetary Linkage between Stock Returns and Inflation
   Journal of Finance, 1983, 38, (1), 1-33 View citations (362)

1981

7. Comments on Whaley's note
   Journal of Financial Economics, 1981, 9, (2), 213-215 View citations (10)

1980

8. Mutual fund insurance
   Journal of Financial Economics, 1980, 8, (3), 283-317 View citations (3)

1979

9. A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
   Journal of Financial Economics, 1979, 7, (4), 375-380 View citations (56)
10. The valuation of compound options
    Journal of Financial Economics, 1979, 7, (1), 63-81 View citations (263)

1978

11. The Pricing of Options with Stochastic Dividend Yield
    Journal of Finance, 1978, 33, (2), 617-25 View citations (13)

1977

12. The Valuation of Corporate Liabilities as Compound Options
    Journal of Financial and Quantitative Analysis, 1977, 12, (4), 541-552 View citations (228)
    Also in Journal of Financial and Quantitative Analysis, 1984, 19, (2), 231-232 (1984) View citations (19)