PCEPTG-MM-NUFFT.zip (12.82 MB)
Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform: Julia Code
Version 2 2020-08-25, 18:05
Version 1 2020-03-04, 07:53
software
posted on 2020-03-04, 07:53 authored by Patrick ChangPatrick Chang, Etienne A. D Pienaar, Tim GebbieTim GebbieJulia Code to aid reproducibility for the paper: Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform.
DOI for the Dataset: 10.25375/uct.11903442