A novel series expansion for the multivariate normal probability integrals based on Fourier series

Hatem A. Fayed, Amir F. Atiya. A novel series expansion for the multivariate normal probability integrals based on Fourier series. Math. Comput., 83(289):2385-2402, 2014. [doi]

@article{FayedA14a,
  title = {A novel series expansion for the multivariate normal probability integrals based on Fourier series},
  author = {Hatem A. Fayed and Amir F. Atiya},
  year = {2014},
  doi = {10.1090/S0025-5718-2014-02844-5},
  url = {http://dx.doi.org/10.1090/S0025-5718-2014-02844-5},
  researchr = {https://researchr.org/publication/FayedA14a},
  cites = {0},
  citedby = {0},
  journal = {Math. Comput.},
  volume = {83},
  number = {289},
  pages = {2385-2402},
}