Arne Løkka

2003–2008

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Arne Løkka trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David Nualart
  2. Wim Schoutens
  3. Bjarne Højgaard

Who trusts Arne Løkka overall

  1. Günter Last
  2. E. Petrou
  3. Minghe Zhou
  4. Fred Espen Benth
  5. Giulia di Nunno
  6. Bernt Øksendal
  7. Mathew D. Penrose
  8. Kam Chuen Yuen
  9. Frank Norbert Proske
  10. T. Meyer‐Brandis

Papers from Arne Løkka's perspective

Ordered by how strongly the researchers Arne Løkka trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Martingale Representation of Functionals of Lévy Processes
  2. Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
  3. Chaotic and predictable representation for L'evy Processes
  4. The Pricing of Options and Corporate Liabilities
  5. System Control and Rough Paths
  6. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  7. A regression-based Monte Carlo method to solve backward stochastic differential equations
  8. Forward-Backward Stochastic Differential Equations and their Applications
  9. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
  10. Normal Approximations with Malliavin Calculus: From Stein's Method to Universality

Their papers