On an integral arising in mathematical Finance

Craddock, M

On an integral arising in mathematical Finance

Craddock, M

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Publication Type:: Chapter
Citation:: Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella, 2014, pp. 355 - 370
Issue Date:: 2014-05-01

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Field	Value	Language
dc.contributor.author	Craddock, M	en_US
dc.date.issued	2014-05-01	en_US
dc.identifier.citation	Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella, 2014, pp. 355 - 370	en_US
dc.identifier.isbn	3319074695	en_US
dc.identifier.isbn	9783319074696	en_US
dc.identifier.uri	http://hdl.handle.net/10453/122437
dc.description.abstract	© 2014 Springer International Publishing Switzerland. All rights are reserved. We consider an integral which arises in several problems in analysis and financial mathematics. We significantly simplify the integral, yielding a tractable form which is more useful for explicit calculations.	en_US
dc.relation.ispartof	Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella	en_US
dc.relation.isbasedon	10.1007/978-3-319-07470-2_20	en_US
dc.title	On an integral arising in mathematical Finance	en_US
dc.type	Chapter
utslib.for	0101 Pure Mathematics	en_US
utslib.for	010205 Financial Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.publication-status	Published	en_US

Abstract:

© 2014 Springer International Publishing Switzerland. All rights are reserved. We consider an integral which arises in several problems in analysis and financial mathematics. We significantly simplify the integral, yielding a tractable form which is more useful for explicit calculations.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/122437