Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Explicit expressions for European option pricing under a generalized
  skew normal distribution   Under a generalized skew normal distribution we consider the problem of
European option pricing. Existence of the martingale measure is proved. An
explicit expression for a given European option price is presented in terms of
the cumulative distribution function of the univariate skew normal and the
bivariate standard normal distributions. Some special cases are investigated in
a greater detail. To carry out the sensitivity of the option price to the skew
parameters, numerical methods are applied. Some concluding remarks and further
works are given. The results obtained are extensions of the results provided by
[4].

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The categories of this paper are: quant-ph
5
The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
35
The categories of this paper are: mtrl-th
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
28
The categories of this paper are: alg-geom
2
The categories of this paper are: math
19
The categories of this paper are: eess
10
The categories of this paper are: q-bio