Hi!
i am preparing an option calculator in VB (it should count the option price using the black - scholes model),
unfortunately i stuck with the integral of the Gaussian distribution which gives the error function.
maybe someone got a module which returns the integral.
I'm not a professional programmer (an economist) so didn' menage to write it by myself...
i'll B very thankful for your help!!!
Comments
: i am preparing an option calculator in VB (it should count the option price using the black - scholes model),
: unfortunately i stuck with the integral of the Gaussian distribution which gives the error function.
: maybe someone got a module which returns the integral.
: I'm not a professional programmer (an economist) so didn' menage to write it by myself...
:
:
: i'll B very thankful for your help!!!
:
:
:
Yo, i can't remember how to take on a Integral. If you explain me, how to deal with integrals, i will look what i can do
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Only stupidity of mankind and the universe
are infinite, but i'm not sure concerning
the universe. A. Einstein