Cauchy's integral theorem using differentiation under the integral sign

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I came across the following extremely simple proof of Cauchy's integral theorem for analytic functions: https://www.jstor.org/stable/27642307?seq=1#metadata_info_tab_contents

The proof uses differentiation under the integral sign but the author Peter Lax does not mention whether he is assuming analytic functions have a continuous derivative. Is the proof given by Lax valid if we do not assume continuity of the derivative?