Computation of the Bivariate Normal Integral
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Publication:4157419
Cites work
- scientific article; zbMATH DE number 3498321 (Why is no real title available?)
- scientific article; zbMATH DE number 3251076 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- Gaussian Quadratures for the Integrals � ∞ 0 exp(-x 2 )f(x)dx and � b 0 exp(-x 2 )f(x)dx
- On Computation of the Bivariate Normal Distribution
Cited in
(11)- The evaluation of bivariate normal probabilities for failure of parallel systems
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- Economic design of inspection procedures using guard band when measurement errors are present
- The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means
- Pricing equity-indexed annuities with path-dependent options.
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
- Computation of the Trivariate Normal Integral
- An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
- Analytical solutions for expected loss and standard deviation of loss with an additional loan
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