You can, however, also say 'I just wrote one article' with the same meaning as 'only'.  But you could not use 'only' in the first phrase - 'I have only finished writing an article' doesn't have the same meaning.  It has in fact almost no meaning, except in a fairly limited circumstance (a sarcastic response to someone suggesting you haven't been working).

'I have just done something' is an expression meaning that it was done very recently.

I have just finished writing an article. (Something that <em>just</em> happened, something that happened <em>some time ago</em>)

I only wrote one article. ("only" suggests that's all - there's no more)

Do you see the difference? 

If you speak French, the difference is even more apparent -

Je viens de terminer l'écriture d'un article. 

Je n'ai écrit qu'un article. 

Hope this helps. :)