Selected Published Papers
G Bamberg, M Brennan, V Firchau, R Geske, B Rudolph, E Schwartz, (2012) Capital market equilibria, Springer Science & Business Media
Gordon Delianedis and Robert Geske. (February 2003). Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults. EFA 2003 Annual Conference Paper No. 962,
Robert Geske and Yi Zhou. (Revised, November 2010). "Capital Structure Effects on Prices of Firm Stock Options: Tests Using Implied Market Values of Corporate Debt." [ Link ]
Robert Geske, Richard Roll, and Yuzhao Zhang. (Revised, May 2008). "Alternative Variance Estimators for Pricing Options." [ Link ]
Robert Geske and Yi Zhou. (Revised, May 2008). "A New Methodology For Measuring and Using the Implied Market Value of Aggregate Corporate Debt in Asset Pricing: Evidence from S&P 500 Index Put Option Prices."
Robert Geske and Yi Zhou. (January 2007). "Predicting the Volatility of the S&P 500 Equity Index."