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Occassionally Maple does not make me happy, if I want numerical integrals with more than the 14 digits which are supplied through the NAG librarys - that may be rather slow. So I wrote my own solution using LCC-WIN32 (a (free) compiler system allowing 104 decimal points of precision), where I coded the double exponential integration method. That gives me what I want to have in reasonable time. Details are sketched in the uploaded zip-file (it contains all what is needed to run the stuff). Some draw-back: this is for Windows only and because of OpenMaple at least Maple 9 is need. Feed back and further test results are appreciated, mostly I tested that approach for cumulative normal distributions in dim <>Download 102_external-numerical-integration-with-many-digits-using-openmaple.zip
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