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 ...
Abstract. We study the complex Hermite polynomials {Hm,n(z, z̄)} in some detail, establish operational formulas for them and prove a Kibble-Slepian type formula, which extends the Poisson kernel for ...
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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