177 citations · 181 across the 2 of their papers we have counts for
2 papers
q-fin.TR2015★ 4 cited
Optimal Trading with Linear and (small) Non-Linear Costs
A. Rej, R. Benichou, J. de Lataillade +2
We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using match…
cond-mat.mtrl-sci2007★ 177 cited
Large scale ab initio calculations based on three levels of parallelization
François Bottin, Stéphane Leroux, Andrew Knyazev +1
We suggest and implement a parallelization scheme based on an efficient multiband eigenvalue solver, called the locally optimal block preconditioned conjugate gradient LOBPCG metho…