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Stephen E. Satchell

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Journal Articles

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2011
[j3]
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  - journals/eor/ChuKS11
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  - https://dblp.org/rec/journals/eor/ChuKS11
Ba Chu, John Knight, Stephen E. Satchell:
Large deviations theorems for optimal investment problems with large portfolios. Eur. J. Oper. Res. 211(3): 533-555 (2011)
2002
[j2]
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  - journals/eor/ChristodoulakisS02
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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): 351-370 (2002)
1999
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George A. Christodoulakis, Stephen E. Satchell:
The simulation of option prices with application to LIFFE options on futures. Eur. J. Oper. Res. 114(2): 249-262 (1999)

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