Arne Løkka

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal liquidation trajectories for the Almgren-Chriss model International Journal of Theoretical and Applied Finance	2021-03-16	Paper
Optimal liquidation in a limit order book for a risk-averse investor Mathematical Finance	2014-11-05	Paper
Long-term optimal investment strategies in the presence of adjustment costs SIAM Journal on Control and Optimization	2013-07-17	Paper
A model for the long-term optimal capacity level of an investment project International Journal of Theoretical and Applied Finance	2011-06-10	Paper
Optimal dividend and issuance of equity policies in the presence of proportional costs Insurance Mathematics & Economics	2008-06-25	Paper
Infinite dimensional analysis of pure jump Lévy processes on the Poisson space MATHEMATICA SCANDINAVICA	2008-02-22	Paper
Detection of disorder before an observable event Stochastics	2007-03-30	Paper
Martingale Representation of Functionals of Lévy Processes Stochastic Analysis and Applications	2004-11-11	Paper
Anticipative calculus for Lévy processes and stochastic differential equations^* Stochastics and Stochastic Reports	2004-10-21	Paper
Stochastic partial differential equations driven by Lévy space-time white noise. The Annals of Applied Probability	2004-09-15	Paper
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes Mathematical Finance	2003-01-01	Paper

Research outcomes over time

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