The Inverse of the Cumulative Standard Normal Probability Function

DOI10.1080/1065246031000081698zbMath1035.60009arXivmath/0306264OpenAlexW2114308701MaRDI QIDQ4440683

Diego Ernesto Dominici

Publication date: 9 March 2004

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0306264

zbMATH Keywords

special functionsprobability distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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Cites Work

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• The Pricing of Options and Corporate Liabilities
• On the Lambert \(w\) function
• The inverse of the error function

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