The simulation of option prices with application to LIFFE options on futures. - George A. Christodoulakis; Stephen E. Satchell (Eur. J. Oper. Res., 1999)

Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. - George A. Christodoulakis; Stephen E. Satchell (Eur. J. Oper. Res., 2002)

Large deviations theorems for optimal investment problems with large portfolios. - Ba Chu; John Knight; Stephen E. Satchell (Eur. J. Oper. Res., 2011)