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tricom
2010 Sep 24
0
Inaccuracy of kummerU (fAsianOptions) (Tricomi function)
Hello,
I need to use the confluent function of second kind, also known as
Tricomi function. It is implemented as kummerU() function in
fAsianOptions package, but I've found very inaccurate values, comparing
with those provided by Mathematica. I think Mathematica values are OK
because kummerU values leads to negative probabilities.
For example, if you try the kummerU() fun...