java实现正态分布累积分布_标准正态分布变量的累积概率分布函数

最近有个期权项目,计算理论价时需要使用标准正态分布变量的累积概率分布函数,excel中可以通过normsdist函数得到该结果,但是项目不考虑调用excel公式,于是只能用java来实现这个公式。

先是考虑把正态分布的那张表搞到程序中,通过查表的方式,小数点三位后面多出来的值使用公式来计算,代码如下

private static double[][] normdist = {

{0.5,0.504,0.508,0.512,0.516,0.5199,0.5239,0.5279,0.5319,0.5359},

{0.5398,0.5438,0.5478,0.5517,0.5557,0.5596,0.5636,0.5675,0.5714,0.5753},

{0.5793,0.5832,0.5871,0.591,0.5948,0.5987,0.6026,0.6064,0.6103,0.6141},

{0.6179,0.6217,0.6255,0.6293,0.6331,0.6368,0.6406,0.6443,0.648,0.6517},

{0.6554,0.6591,0.6628,0.6664,0.67,0.6736,0.6772,0.6808,0.6844,0.6879},

{0.6915,0.695,0.6985,0.7019,0.7054,0.7088,0.7123,0.7157,0.719,0.7224},

{0.7257,0.7291,0.7324,0.7357,0.7389,0.7422,0.7454,0.7486,0.7517,0.7549},

{0.758,0.7611,0.7642,0.7673,0.7703,0.7734,0.7764,0.7794,0.7823,0.7852},

{0.7881,0.791,0.7939,0.7967,0.7995,0.8023,0.8

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