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Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms. (arXiv:2003.02842v1 [q-fin.CP]) http://arxiv.org/abs/2003.02842
Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms. (arXiv:2003.02842v1 [q-fin.CP]) http://arxiv.org/abs/2003.02842