Can anyone help with integral of type. In general, what to do if erf is in power higher than 1?
$$g(S|S<L)=\frac{1}{\sqrt{2 \pi \sigma^2}} \int_{-\infty}^{+\infty} \left [ \frac{1}{\sqrt{2 \pi \sigma^2}} \int_{-\infty}^L \exp \left ( \frac{-(x-z)^2}{2 \sigma^2} \right ) dx \right ]^3 \exp \left ( \frac{-(z-S)^2}{2 \sigma^2} \right ) dz$$
