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Lokka, Arne 
ORCID: 0000-0003-0263-267X
(2014)
Optimal liquidation in a limit order book for a risk-averse investor.
Mathematical Finance, 24 (4).
pp. 696-727.
ISSN 0960-1627
Lokka, Arne ORCID: 0000-0003-0263-267X and Zervos, Mihail ORCID: 0000-0001-5194-6881
(2013)
Long-term optimal investment strategies in the presence of adjustment costs.
SIAM Journal on Control and Optimization, 51 (2).
pp. 996-1034.
ISSN 0363-0129
