I need to be notified every time my value in a column changes. But it invokes PropertyChanged only after I unfocus/unselected the cell I was editing. I've tried your grid view example
https://docs.telerik.com/devtools/wpf/controls/radgridview/getting-started/getting-started2 and it has the same functionality even if I'm setting Mode=TwoWay, UpdateSourceTrigger=PropertyChanged it still triggers ProperyChanged only after I make changes and unselect the current cell. I want to trigger the notify event every time I change.
My grid view:
<telerik:RadGridView x:Name="IdentityProvidersGridView"
                     ItemsSource="{Binding IdentityProviders}"
                     SelectedItem="{Binding SelectedIdentityProvider}"
                     Visibility="{Binding IsChecked, ElementName=EnableTokenValidation, Converter={StaticResource BoolToVis}}"
                     SelectionMode="Single"
                     ShowGroupPanel="False"
                     NewRowPosition="Bottom"
                     GroupRenderMode="Flat"
                     CanUserInsertRows="True"
                     AutoGenerateColumns="False"
                     CanUserReorderColumns="False"
                     RowIndicatorVisibility="Collapsed"
                     AddingNewDataItem="AddIdentityProviderItem"
                     PreviewKeyDown="DataGrid_PreviewKeyDown"
                     Margin="0,10,0,10" Grid.Row="10">

                <telerik:RadGridView.Columns>
<telerik:GridViewCheckBoxColumn Header="Enable"
                                        EditTriggers="CellClick"
                                        AutoSelectOnEdit="True"
                                        Width="Auto"
                                        DataMemberBinding="{Binding EnableProvider, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}">
<telerik:GridViewCheckBoxColumn.CellStyle>
<Style TargetType="telerik:GridViewCell" BasedOn="{StaticResource GridViewCellStyle}">
<Setter Property="HorizontalContentAlignment" Value="Center"/>
</Style>
</telerik:GridViewCheckBoxColumn.CellStyle>
</telerik:GridViewCheckBoxColumn>

                    <telerik:GridViewDataColumn Header="Internal provider ID"
                                    DataMemberBinding="{Binding ProviderId, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
                                    EditTriggers="CellClick" Width="Auto"/>

                    <telerik:GridViewDataColumn x:Name="InternalProviderLabelColumn" Header="Internal provider label"
                                    DataMemberBinding="{Binding SchemeName,  Mode=TwoWay, UpdateSourceTrigger=PropertyChanged, NotifyOnTargetUpdated=True}"
                                    EditTriggers="CellClick" Width="Auto"/>

                    <telerik:GridViewDataColumn Header="Token provider URL"
                                    DataMemberBinding="{Binding Issuer, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
                                    EditTriggers="CellClick" Width="*"/>

                    <telerik:GridViewDataColumn Header="Actions" Width="Auto">
<telerik:GridViewDataColumn.CellTemplate>
<DataTemplate>
<telerik:RadButton Content="X" Click="DeleteIdentityProvider_Click"
                                                   CommandParameter="{Binding}" Width="50" HorizontalAlignment="Center"/>
</DataTemplate>
</telerik:GridViewDataColumn.CellTemplate>
</telerik:GridViewDataColumn>
</telerik:RadGridView.Columns>
</telerik:RadGridView>

        private void OnProviderPropertyChanged(object sender, PropertyChangedEventArgs e)
        {
            MarkDirtyIfStateChanged();
        }

public class IdentityProvider : INotifyPropertyChanged

        public event PropertyChangedEventHandler PropertyChanged;
        protected virtual void OnPropertyChanged([CallerMemberName] string propertyName = null)
        {
            PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(propertyName));
        }