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2003.02842
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Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms
SIAM Journal on Scientific Computing (SIAM J. Sci. Comput.), 2020
5 March 2020
Patrick Chang
Etienne Pienaar
Tim Gebbie
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Papers citing
"Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms"
4 / 4 papers shown
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