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https://www.lse.ac.uk/Mathematics/people/Arne-Lokka
Office Hours. See office hours page on this site. Languages. English, Norwegian. Key Expertise. ... Author(s) Arne Lokka, Mihail Zervos A model for the long-term optimal capacity level of an investment project. Article. Author(s) A. Lokka ...
https://wwww.lse.ac.uk/Mathematics/people/Arne-Lokka
Arne Lokka, Associate Professor in the Department of Mathematics. I am part of the financial mathematics group, and I am interested in most topics within this and related areas.
http://www.maths.lse.ac.uk/Personal/arne/
Office: Columbia House 4.08 Arne Lokka graduated from the Department of Matematics in 1997 and received his Master degree in Mathematics in 1999, both from the University of Oslo. He then did one year of military service at the Norwegian Defence Research Establishment.
https://www.lse.ac.uk/Mathematics/assets/documents/Handbooks/2018-19/18-19-MSc-FM.pdf
3 Key Staff Dr Arne Lokka ([email protected]) is the Programme Director for this course during Michaelmas Term. For any academic queries he will be your main contact. Room: COL.4.08 Dr Johannes Ruf ([email protected]) is the Programme Director for …
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https://arxiv.org/abs/2002.03379
Authors: Arne Lokka, Junwei Xu (Submitted on 9 Feb 2020) Abstract: In a general one-sided limit order book where the unaffected price process follows a Levy process, we consider the problem for an investor with constant absolute risk aversion to optimally liquidate a given large position of shares.
https://www2.lse.ac.uk/Mathematics/assets/documents/Handbooks/2020-21/MSc-Applicable-Mathematics-Handbook.pdf
Department Office The Department’s main office can be found on the 4th floor of Columbia House in COL.4.01. The team is available to assist with general enquiries as well as student support, submission of course work and other non-academic queries. During a normal term time, the office would be open between: 10am-12 noon and 2pm-4pm Postal address:
https://www2.lse.ac.uk/Mathematics/assets/documents/Handbooks/2021-22/MSc-Financial-Mathematics-Handbook-2021-22.pdf
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