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I have found these options calculators to be generally reliable. The source, in JavaScript, is visible in the page, and can readily be translated into any other language. Perhaps elsewhere on the site there is some documentation of this particular algorithm's provenance. http://www.chrysolite.com/models/cbnd.htm Kit Baum Boston College Economics --On Monday, April 2, 2001 13:33 +0200 "M.J. van der Leij" <[log in to unmask]> wrote: > Dear All, > > I need to use the cdf of a bivariate normal distribution in a > loglikelihood-funtion that I'm trying to maxmimize. Unfortunately I > discovered that the cdf of a bivariate normal distibution is not > implemented (yet) in Ox 2.20. > > Could anyone help me with a good algorithm or code that computes the cdf > of a bivariate normal distribution. Now, I already tried to use QuadPack > to evaluate the double integral, but that is cumbersome and far too > slow. > > Many thanks in advance, > Marco van der Leij ----------------------------------------------------------------- Kit Baum [log in to unmask] http://fmwww.bc.edu/ec-v/baum.fac.html