Hi DaleSpam,It looks pretty good. Here are a couple of small suggestions.
Because you are repeating that inner-most integral so many times it is actually quite a bit more efficient to evaluate it once, construct an interpolating function and then just evaluate that interpolating function in the other integrals. It calculates about 26 times faster with little loss in accuracy.
Thanks a lot for your reply and suggestions.
Can I ask for some clarifications?
When you say the innermost integral, do you refer to the one where the limits are d and b?
And then you suggest evaluating it once and then interpolating. Can you please explain how would I evaluate it? Because the limits of integrations, d, m and t are all variable, and I am not sure how to do it. If I know, I can as you suggest construct an interpolating function, but I am not sure. Can you please help?
Thanks a lot.