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The Black and Scholes option price as a random variable
Ncube, Mthuli; Satchell, Stephen - 1992
Persistent link: https://www.econbiz.de/10000835473
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An extended family of financial risk measures
Pederson, Christian S.; Satchell, Stephen - 1996
Persistent link: https://www.econbiz.de/10000614564
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Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen; Yoon, Joungjun - 1993
Persistent link: https://www.econbiz.de/10000142720
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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Rogers, Leonard C. G.; Satchell, Stephen; Yoon, Youngjun - 1993
Persistent link: https://www.econbiz.de/10000142732
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Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000147749
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Risk, utility and switching between gambles
Pedersen, Christian S.; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000653506
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000656425
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Forecasting volatility in the financial markets
Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000666770
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The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen - In: Linear factor models in finance, (pp. 150-158). 2005
Persistent link: https://www.econbiz.de/10003304035