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Re: Whittaker Function
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From: |
Fernando |
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Subject: |
Re: Whittaker Function |
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Date: |
Mon, 30 Jul 2012 01:05:41 -0700 (PDT) |
Hi guys
Just want to add another method for evaluating the hypergeometric function.
I used it a few years ago for pricing Asian options, the Geman and Yor
formula.
Its based on the Laplace inversion and Talbot contours.
Example:
octave:1> Hypergeometric1F1(5,2,100-1000i,50)
ans = 7.0029e+50 + 8.9738e+50i
Cheers.
Fernando
http://octave.1599824.n4.nabble.com/file/n4631895/Hypergeometric1F1.m
Hypergeometric1F1.m
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