Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Lokka, Arne"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Lokka, Arne (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 and Zervos, Mihail (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

This list was generated on Mon Oct 14 13:59:01 2019 BST.