Computation of Exponential Integrals

DOI10.1145/355900.355908MaRDI QIDQ3876907zbMATH OpenOpenAlexFDO

Authors Donald E. Amos

Publication date 1980

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/355900.355908

zbMATH Keywords

confluent hypergeometric functionexponential integralexponential scalingFortran subroutineMiller algorithmrecursionTaylor series

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Classical hypergeometric functions, ({}_2F_1) (33C05) Computation of special functions and constants, construction of tables (65D20)

Cited in

(6)

• Incomplete Bessel, generalized incomplete gamma, or leaky aquifer functions
• A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
• Computing the survival probability in the Madan-Unal credit risk model: application to the CDS market
• A note on quasiperiodic Green's functions for arrays
• Use of analytical relations in evaluation of exponential integral functions
• Computing sieve integrals using LattE, and the density of integers with a localized divisor

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