A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse
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References listed on IDEAS
- Geweke, John, 1996. "Monte carlo simulation and numerical integration," Handbook of Computational Economics,in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800 Elsevier.
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KeywordsC/C++ Gauss-Legendre Quadarture Normal distribution Numerical Integration Rational fraction approximations Software;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-12-31 (All new papers)
- NEP-ECM-2003-01-05 (Econometrics)
- NEP-RMG-2002-12-31 (Risk Management)
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