The polynomial-solutions of the self-adjoint differential equations $D\left[ {\exp \left( { - x_1^{2k}} \right)Dy} \right] + \lambda {x^{2k - 2}}\exp \left( { - {x ...
The theory of Appell polynomials has long intrigued researchers due to its elegant algebraic structure and rich connections with differential equations. At its core, an Appell sequence is ...
We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...
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