"A novel series expansion for the multivariate normal probability integrals ..."

Hatem A. Fayed, Amir F. Atiya (2014)

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DOI: 10.1090/S0025-5718-2014-02844-5

access: open

type: Journal Article

metadata version: 2022-10-02

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Hatem A. Fayed, Amir F. Atiya:
A novel series expansion for the multivariate normal probability integrals based on Fourier series. Math. Comput. 83(289): 2385-2402 (2014)

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