메뉴 건너뛰기




Volumn 14, Issue 4, 2003, Pages 281-292

The inverse of the cumulative standard normal probability function

Author keywords

Probability distributions; Special functions

Indexed keywords


EID: 17844374389     PISSN: 10652469     EISSN: None     Source Type: Journal    
DOI: 10.1080/1065246031000081698     Document Type: Article
Times cited : (23)

References (11)
  • 1
    • 84966220372 scopus 로고
    • Rational Chebyshev approximations for the inverse of the error function
    • Blair, J. M., Edwards, C. A. and Johnson, J. H. (1976). Rational Chebyshev approximations for the inverse of the error function. Math. Comp., 30(136), 827-830.
    • (1976) Math. Comp. , vol.30 , Issue.136 , pp. 827-830
    • Blair, J.M.1    Edwards, C.A.2    Johnson, J.H.3
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F. and Scholes, M. S. (1973). The pricing of options and corporate liabilities. J. Polit. Econ., 81(3), 637-654.
    • (1973) J. Polit. Econ. , vol.81 , Issue.3 , pp. 637-654
    • Black, F.1    Scholes, M.S.2
  • 3
    • 84972557253 scopus 로고
    • The inverse of the error function
    • Carlitz, L. (1963). The inverse of the error function. Pacific J. Math., 13, 459-470.
    • (1963) Pacific J. Math. , vol.13 , pp. 459-470
    • Carlitz, L.1
  • 6
    • 84966259038 scopus 로고
    • A stable algorithm for computing the inverse error function in the "tail-end" region
    • Fettis, H. E. (1974). A stable algorithm for computing the inverse error function in the "tail-end" region. Math. Comp., 28, 585-587.
    • (1974) Math. Comp. , vol.28 , pp. 585-587
    • Fettis, H.E.1
  • 8
    • 0011512134 scopus 로고
    • An alternative method for obtaining the implied standard deviation
    • Lee, C. F. and Tucker, A. (1992). An alternative method for obtaining the implied standard deviation. The Journal of Financial Engineering, 1, 369-375.
    • (1992) The Journal of Financial Engineering , vol.1 , pp. 369-375
    • Lee, C.F.1    Tucker, A.2
  • 9
    • 0030198925 scopus 로고    scopus 로고
    • Characterization of a class of sigmoid functions with applications to neural networks
    • Menon, A., Mehrotra, K., Mohan, C. K. and Ranka, S. (1996). Characterization of a class of sigmoid functions with applications to neural networks. Neural Networks, 9(5), 819-835.
    • (1996) Neural Networks , vol.9 , Issue.5 , pp. 819-835
    • Menon, A.1    Mehrotra, K.2    Mohan, C.K.3    Ranka, S.4
  • 10
    • 0004845101 scopus 로고
    • The function inverfc θ
    • Philip, J. R. (1960). The function inverfc θ. Austral, J. Phys., 13, 13-20.
    • (1960) Austral. J. Phys. , vol.13 , pp. 13-20
    • Philip, J.R.1
  • 11
    • 84968494987 scopus 로고
    • On the calculation of the inverse of the error function
    • Anthony Strecok. (1968). On the calculation of the inverse of the error function. Math. Comp., 22, 144-158.
    • (1968) Math. Comp. , vol.22 , pp. 144-158
    • Strecok, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.