Stephen E. Satchell

Publication Activity (10 Years)

Years Active: 1999-2011
Publications (10 Years): 0

Publications

Ba Chu, John Knight, Stephen E. Satchell
Large deviations theorems for optimal investment problems with large portfolios. Eur. J. Oper. Res. 211 (3) (2011)
George A. Christodoulakis, Stephen E. Satchell
Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. Eur. J. Oper. Res. 139 (2) (2002)
George A. Christodoulakis, Stephen E. Satchell
The simulation of option prices with application to LIFFE options on futures. Eur. J. Oper. Res. 114 (2) (1999)