scientific article; zbMATH DE number 3996992

zbMath0615.65013MaRDI QIDQ4723140

John A. Kapenga, Kenneth Mullen, Daniel M. Ennis, Elise De Doncker-Kapenga

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multidimensional normal density functiontriangular method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computation of special functions and constants, construction of tables (65D20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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