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空山新雨: 技术贴:高精度标准正态分布数值模拟函数
Function Cumnorm(x As Double) As Double
XAbs = Abs(x)
If XAbs > 37 Then
Cumnorm = 0
Else
Exponential = Exp(-XAbs ^ 2 / 2)
If XAbs < 7.07106781186547 Then
build = 3.52624965998911E-02 * XAbs + 0.700383064443688
build = build * XAbs + 6.37396220353165
build = build * XAbs + 33.912866078383
build = build * XAbs + 112.079291497871
build = build * XAbs + 221.213596169931
build = build * XAbs + 220.206867912376
Cumnorm = Exponential * build
build = 8.83883476483184E-02 * XAbs + 1.75566716318264
build = build * XAbs + 16.064177579207
build = build * XAbs + 86.7807322029461
build = build * XAbs + 296.564248779674
build = build * XAbs + 637.333633378831
build = build * XAbs + 793.826512519948
build = build * XAbs + 440.413735824752
Cumnorm = Cumnorm / build
Else
build = XAbs + 0.65
build = XAbs + 4 / build
build = XAbs + 3 / build
build = XAbs + 2 / build
build = XAbs + 1 / build
Cumnorm = Exponential / build / 2.506628274631
End If
End If
If x > 0 Then Cumnorm = 1 - Cumnorm
End Function

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