Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: More stochastic expansions for the pricing of vanilla options with cash
  dividends   There is no exact closed form formula for pricing of European options with
discrete cash dividends under the model where the underlying asset price
follows a piecewise lognormal process with jumps at dividend ex-dates. This
paper presents alternative expansions based on the technique of Etore and
Gobet, leading to more robust first, second and third-order expansions across
the range of strikes and the range of dividend dates.

5
The categories of this paper are: gr-qc
19
The categories of this paper are: eess
37
The categories of this paper are: supr-con
29
The categories of this paper are: funct-an
13
The categories of this paper are: quant-ph
36
The categories of this paper are: cmp-lg
6
The categories of this paper are: astro-ph
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
10
The categories of this paper are: q-bio
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
18
The categories of this paper are: econ
2
The categories of this paper are: math