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Re: Hypergeometric functions in octave?


From: Martin Helm
Subject: Re: Hypergeometric functions in octave?
Date: Sat, 08 Oct 2011 17:17:14 +0200

Am Samstag, den 08.10.2011, 07:51 -0700 schrieb Fernando: 
> In computational finance you can calculate the arithmetic asian options
> using the hypergeometric function 1f1 to calculate 
> the value of the option and alot of literature is devoted to this.

Some of them (hyperg_0F1, hyperg_1F1) are available in the gsl package.
Maybe this should be extended since it makes no use of the other
hyperg_* functions in gsl the gsl library. I will have a look into it
and probably propose a patch after the weekend.

Beside that it is of course a good idea to have them in octave or octave
forge independent of an external library.





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