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

How to cite this article

APA /
Adindu-Dick, J. I. (2022). Calculation of a class of Gaussian integrals: Derivation of payoff at expiry for European option. African Journal of Mathematics and Computer Science Research, 15(1), 1-4.
Chicago /
Joy Ijeoma Adindu-Dick  . "Calculation of a class of Gaussian integrals: Derivation of payoff at expiry for European option." African Journal of Mathematics and Computer Science Research 15, no. 1 (2022): 1-4.
MLA /
Joy Ijeoma Adindu-Dick  . "Calculation of a class of Gaussian integrals: Derivation of payoff at expiry for European option." African Journal of Mathematics and Computer Science Research 15.1 (2022): 1-4.