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need code for integral function (VB)

KozaKoza Member Posts: 1
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

  • BarkeeperBarkeeper Member Posts: 335
    : 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!!!
    :
    :
    :

    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
    ------------------------------------------
    Only stupidity of mankind and the universe
    are infinite, but i'm not sure concerning
    the universe. A. Einstein

  • Chris BrownChris Brown USAMember Posts: 4,624 ✭✭

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