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"Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier ..."

Patrick Chang, Etienne Pienaar, Tim Gebbie (2020)

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DOI: 10.1137/20M1325903

access: closed

type: Journal Article

metadata version: 2021-10-14

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Patrick Chang, Etienne Pienaar, Tim Gebbie:
Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms. SIAM J. Sci. Comput. 42(6): B1378-B1403 (2020)

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