PCEPTG-MM-NUFFT.zip (12.82 MB)

Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform: Julia Code

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posted on 25.08.2020, 18:05 by Patrick Chang, Tim Gebbie, Etienne Pienaar
Julia 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

Funding

South African Statistical Association

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University of Cape Town

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