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Gaussian quadrature is a.A quadratic spline approximation to a normal distribution b.A way to approximate an integral of a function of a normally distribute variable

  1. Gaussian quadrature is

a.A quadratic spline approximation to a normal distribution

b.A way to approximate an integral of a function of a normally distribute variable as a sum of terms

c.A procedure for speeding up Monte Carlo simulation when credit derivatives are valued

d.An alternative to a look up table to determining values of the cumulative normal distribution

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