Fast Gaussian cdf function

Question

I would like to know the cheapest, dirtiest approximation of the Gaussian cdf. Would it be a Taylor series or this method: http://www.cs.princeton.edu/introcs/21function/ErrorFunction.java.html

Answer 1

You can check here also: http://finance.bi.no/~bernt/gcc_prog/algoritms_v1/algoritms/node59.html