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What's a straightforward proof that $$\int_0^1 e^{zt}dt$$ ($z \in \mathbb{C}$) is holomorphic in $\mathbb{C}$? Also, how can we calculate the integral?

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    Integrate with respect to $t$, holding $z$ 'constant' ending with $$\frac{e^{zt}}{z}\biggr\rvert_0^1$$. Then apply boon het's answer below.2017-01-06

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This function is nothing but $$\begin{cases}\frac{e^z-1}{z} & z\neq 0 \\ 1 & z=0\end{cases}$$ which is clearly holomorphic away from zero. Check its holomorphicity at zero and you will be done.