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Modelling UK mortgage defaults using a hazard approach based on American options
Ncube, Mthuli; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000891367
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A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli - In: Applied financial economics 5 (1995) 2, pp. 51-60
Persistent link: https://www.econbiz.de/10001181325
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen - In: Australian journal of management 22 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
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Valuation of options in a setting with happiness-augmented preferences
Merella, Vincenzo; Satchell, Stephen - 2006
Persistent link: https://www.econbiz.de/10003374000
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Skew Brownian motion and pricing European options
Corns, T. R. A.; Satchell, Stephen - In: The European journal of finance 13 (2007) 5/6, pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
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Editorial: very exotic derivatives
Satchell, Stephen - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 243
Persistent link: https://www.econbiz.de/10010259405
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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Modelling implied volatility with OLS and panel data models
Ncube, Mthuli - In: Journal of banking & finance 20 (1996) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10001193528