Arne Løkka

Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs

Mihail Zervos, Arne Løkka, M. Zervos, 2013, SIAM J. Control. Optim..

Martingale Representation of Functionals of Lévy Processes

Arne Løkka, A. Løkka, 2004 .

OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK‐AVERSE INVESTOR

Arne Løkka, A. Løkka, 2014 .

A model for the long-term optimal capacity level of an investment project

Mihail Zervos, Arne Løkka, M. Zervos, 2011 .

Optimal dividend and issuance of equity policies in the presence of proportional costs

Mihail Zervos, Arne Løkka, M. Zervos, 2008 .