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Items where Author is "Lokka, Arne"

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Article

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

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