
Hi Zoe,

I dont think the function exists in R (I looked for it last year) but I think it is not too hard to code the function by using numerical method to compute the integral.

Ben


> Date: Mon, 25 Aug 2008 15:50:52 +0200
> From: zornitsa.luleva@gmail.com
> To: r-sig-finance@stat.math.ethz.ch
> Subject: [R-SIG-Finance] Parabolic cylinder function
> 
> Dear all,
> 
> I need your advice since I am looking for an implementation of the parabolic
> cylinder function in R. I found implemantations of the hypergeometric
> functions (the Whittaker and the confluent hypogeometric functions) in the
> package fAsianOptions but the parabolic cylinder function was unfortunately
> not there. Do you know of such implementation?
> 
> Thank you very much for your advice.
> 
> Cheers,
> Zoe
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.

_________________________________________________________________


	[[alternative HTML version deleted]]

