In the appendix to ONAG (2nd edition), Conway points that the definition of integration (using Riemann sums as left and right options) gives the "wrong" answer : $\int_0^\omega \exp(t)\thinspace dt=\exp(\omega)$ (instead of $\exp(\omega)-1$). I wonder if this was not due to lack of some options (presumably right ones), and if a better definition could not be sought by using Kurzweil-Henstock integration (but I was not able to concoct one, of course, else I would not ask here). Has the idea already been tried?