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

exponential integralconfluent hypergeometric functionrecursionTaylor seriesMiller algorithmFortran subroutineexponential scaling

Mathematics Subject Classification ID

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

Cited in

(5)

• Use of analytical relations in evaluation of exponential integral 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
• Incomplete Bessel, generalized incomplete gamma, or leaky aquifer functions
• A note on quasiperiodic Green's functions for arrays

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