output
20022026
most citedExponential localization of Wannier functions in insulators

421 citations

researchers with a paper here
collaborating institutions
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012

Estimation of volatility functionals: the case of a square root n window

Jean Jacod, Mathieu Rosenbaum

We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency 1/Δ_n, with Δ_n going to zero. The goal of this paper is to provide an estimator for…