Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the valuation of arithmetic-average Asian options: Laguerre series
  and Theta integrals   In a recent significant advance, using Laguerre series, the valuation of
Asian options has been reduced by Dufresne to computing the negative moments of
Yor's accumulation processes. For these he has given functional recursion rules
whose probabilistic structure has been the object of intensive recent studies
of Yor and co-workers. Stressing the role of Theta functions, this paper now
solves these recursion rules and expresses these negative moments as linear
combinations of certain Theta integrals. Using the Jacobi transformation
formula, very rapidly and very stably convergent series for them are derived.
In this way computable series for Black--Scholes price of the Asian option
result which are numerically illustrated. Moreover, the Laguerre series
approach of Dufresne is made rigorous, and extensions and modifications are
discussed. The key for this is the analysis of the integrability and growth
properties of Yor's 1992 Asia density, basic problems which seem to be
addressed here for the first time.

29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
16
The categories of this paper are: stat
33
The categories of this paper are: plasm-ph
15
The categories of this paper are: nucl-ex
32
The categories of this paper are: atom-ph
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio