17bii/19bii utpn awol Message #1 Posted by hugh on 11 Sept 2003, 12:11 p.m.
i had expected implementing black scholes using the 17bii/19bii's powerful solver would be easy.
nope. utpn (upper tail probability normal) is missing. theres a cheesy version of bs in the hp support docs, but it uses a 4 term hastings approx of the normal distribution (|e| < 2.5e-4). so it doesnt even get 4 figs.
i wonder why they didnt put it in.
Edited: 11 Sept 2003, 12:11 p.m.
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