Algorithm 654

DOI10.1145/29380.214348zbMATH Open0635.65014DBLPjournals/toms/DidonatoM87OpenAlexW1975120992WikidataQ56271097 ScholiaQ56271097MaRDI QIDQ3774809FDOQ3774809

Authors Armido R. Didonato, A. H. jun. Morris

Publication date 1987

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

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1987-13/

zbMATH Keywords

FORTRAN subroutinesGAMINVGRATIOincomplete gamma function ratios

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Gamma, beta and polygamma functions (33B15) Software, source code, etc. for problems pertaining to special functions (33-04)

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Cited in

(8)

• Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
• GAMINV
• GRATIO
• Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios
• A FORTRAN routine for the computation of gamma percentiles
• scientific article; zbMATH DE number 3940599 (Why is no real title available?)
• A suggested computational procedure to peizer and pratt’s approximation to the incomplete beta and gamma ratios
• Edgeworth expansion for the kernel quantile estimator

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