African Journal of
Mathematics and Computer Science Research

  • Abbreviation: Afr. J. Math. Comput. Sci. Res.
  • Language: English
  • ISSN: 2006-9731
  • DOI: 10.5897/AJMCSR
  • Start Year: 2008
  • Published Articles: 262

Full Length Research Paper

Calculation of a class of Gaussian integrals: Derivation of payoff at expiry for European option

Joy Ijeoma Adindu-Dick
  • Joy Ijeoma Adindu-Dick
  • Department of Mathematics, Imo State University, Owerri, Imo State, Nigeria.
  • Google Scholar


  •  Received: 22 October 2021
  •  Accepted: 29 December 2021
  •  Published: 31 March 2022

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