Stephen E. Satchell

According to our database¹, Stephen E. Satchell authored at least 3 papers between 1999 and 2011.

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2011

Large deviations theorems for optimal investment problems with large portfolios.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2011

2002

Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2002

1999

The simulation of option prices with application to LIFFE options on futures.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 1999