Keywords: Gaussian Quadrature
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (2): 1–29.
Published: 30 November 2007
... to solve the numerical inversion problem with parameters for the KOSPI 200 options data. After analysing the problems in the FFT method, we propose alternative numerical inversion method, Gaussian Quadrature. This paper reports that Gaussian Quadrature numerical inversion method with the representation...

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