Arne Løkka

Available identifiers

Publication	Date of Publication	Type
OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL	2021-03-16	Paper
OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR	2014-11-05	Paper
Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs	2013-07-17	Paper
A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT	2011-06-10	Paper
Optimal dividend and issuance of equity policies in the presence of proportional costs	2008-06-25	Paper
Infinite dimensional analysis of pure jump Lévy processes on the Poisson space	2008-02-22	Paper
Detection of disorder before an observable event	2007-03-30	Paper
Martingale Representation of Functionals of Lévy Processes	2004-11-11	Paper
Anticipative calculus for Lévy processes and stochastic differential equations^*	2004-10-21	Paper
Stochastic partial differential equations driven by Lévy space-time white noise.	2004-09-15	Paper
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes	2003-01-01	Paper

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