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Module norm

finance_solution::derivatives

Module norm 

Source
Expand description

Standard normal PDF and CDF (no external special-function crate).

Functions§

norm_cdf
Φ(x) — standard normal CDF (Abramowitz & Stegun 26.2.17 style).
norm_pdf
φ(x) = (1/√(2π)) exp(−x²/2)