Function Definition 
Calculates the cumulative bivariate normal distribution with upper integral limits a and b, and correlation coefficient ρ . 

The value returned by oCumBiNorm(x) is the probability that the first variable is less than a and the second variable is less than b, when the correlation between the variables is ρ .

Model Definition 



Model Approximation 
The oCumBiNorm( ) function uses a numerical approximation of the model definition which produces values of M(a,b;ρ) within four decimal places of the true value. Assuming a <= 0, b <= 0, and ρ<= 0. The approximation is: 





In circumstances where one, two or all three of the variables are positive the following identities are used: 


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