Recent content by Feanor

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    What is the application of the Residue Theorem in finance?

    Come on people... Any suggestions on how to solve it? I basically need a relation between a contour integral and the real part of another one. Thanks!
  2. F

    What is the application of the Residue Theorem in finance?

    Hi everyone. I'm a brazilian mathmatician that didn't studied complex analysis. I study finance and now I'm needing to study that. In a paper of Lewis (2001) I found an expression that I couldn't understand. Does anyone can help me with that? They say they use the Residue theorem but I...
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