"The Fourier-Malliavin Volatility (FMVol) MATLAB® library."

Simona Sanfelici, Giacomo Toscano (2024)

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DOI: 10.1016/J.MATCOM.2024.07.003

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type: Journal Article

metadata version: 2024-08-12

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Simona Sanfelici, Giacomo Toscano:
The Fourier-Malliavin Volatility (FMVol) MATLAB® library. Math. Comput. Simul. 226: 338-353 (2024)

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