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Report on the numerical experiments of Haselgrove’s method applied to the numerical solution of PDEs
Takemi, Tomoaki, (2003)
Real-time estimation scheme for the spot cross volatility of jump diffusion processes
Ogawa, Shigeyoshi, (2010)
An Improved Two‐step Regularization Scheme for Spot Volatility Estimation
Ogawa, Shigeyoshi, (2011)