Professor Robert L. Geske
Names
first: |
Robert |
middle: |
L. |
last: |
Geske |
Contact
phone: |
310-825-1953 |
postal address: |
Prof Robert Geske
Anderson School
110 Westwood Plaza
University of California
Los Angeles, Ca. 90095 |
Affiliations
-
University of California-Los Angeles (UCLA)
→ Anderson Graduate School of Management
- website
- location: Los Angeles, California (United States)
Research profile
author of:
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Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing
by Geske, Robert & Torous, Walter
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Comments on Whaley's note
by Geske, Robert
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The Pricing of Options with Stochastic Dividend Yield.
by Geske, Robert
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The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
by Delianedis, Gordon & Geske, Robert
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Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
by Delianedis, Gordon & Geske, Robert
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Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
by Geske, Robert & Shastri, Kuldeep
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The Valuation of Corporate Liabilities as Compound Options
by Geske, Robert
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The Valuation of Corporate Liabilities as Compound Options: A Correction
by Geske, Robert & Johnson, H. E.
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Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note.
by Geske, Robert & Roll, Richard & Shastri, Kuldeep
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The valuation of compound options
by Geske, Robert
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The early exercise of American puts
by Geske, Robert & Shastri, Kuldeep
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Controlling Interest Rate Risk and Return with Futures
by Geske, Robert & Pieptea, Dan
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On Valuing American Call Options with the Black-Scholes European Formula.
by Geske, Robert & Roll, Richard
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The Fiscal and Monetary Linkage between Stock Returns and Inflation.
by Geske, Robert & Roll, Richard
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A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
by Geske, Robert
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The American Put Option Valued Analytically.
by Geske, Robert & Johnson, Herb E.
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Mutual fund insurance
by Gatto, Mary Ann & Geske, Robert & Litzenberger, Robert & Sosin, Howard
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An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options
by Geske, Rovert & Shastri, Kuldeep