Pricing of derivatives with the Gauss-Lobatto algorithm via FFT

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Marcello Minenna, Newton-Cotes, quadrature, probability measure, risk books, structured products, Savoy cabbage, quantitative finance, Alpha, volatility, Boie, probabilistic scenario, Carr-Madan, Fourier Transform, Fft, garch, Text translated automatically, Gauss, 11972, mutual fund