Output details
11 - Computer Science and Informatics
University of Bath
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Article title
Algebraic properties of the Lambert W Function from a result of Rosenlicht and of Liouville
Type
D - Journal article
Title of journal
Integral Transforms and Special Functions
Article number
-
Volume number
19
Issue number
10
First page of article
709
ISSN of journal
1065-2469
Year of publication
2008
Number of additional authors
3
Additional information
<12>The Lambert W function is the solution to apparently the simplest non-polynomial equation. It has been much applied of late, but this paper is the first to prove it is genuinely a new function, not expressible in terms of existing elementary functons and their integrals. Cited by five other research groups; Gerhold (arXiv:1211.4978) uses our methodology to prove that there is no closed form for the Black-Scholes implied volatility formula.
Interdisciplinary
-
Cross-referral requested
-
Research group
A - Mathematical Foundations
Citation count
3
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
