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Lokka, A. ORCID: 0000-0003-0263-267X and Xu, Junwei
(2020)
Optimal liquidation trajectories for the Almgren-Chriss model.
International Journal of Theoretical and Applied Finance, 23 (7).
ISSN 0219-0249
Lokka, A. ORCID: 0000-0003-0263-267X and Zervos, Mihail
ORCID: 0000-0001-5194-6881
(2011)
A model for the long-term optimal capacity level of an investment project.
International Journal of Theoretical and Applied Finance, 14 (02).
p. 187.
ISSN 0219-0249
Lokka, A. ORCID: 0000-0003-0263-267X and Zervos, Mihail
ORCID: 0000-0001-5194-6881
(2008)
Optimal dividend and issuance of equity policies in the presence of proportional costs.
Insurance: Mathematics and Economics, 42 (3).
pp. 954-961.
ISSN 0167-6687