Polynomial identities underpin a wide range of methods for analysing and solving differential equations arising in diverse scientific fields. Identities involving Bell polynomials, Stirling numbers ...
Orthogonal polynomials have long played a central role in quantum mechanics by furnishing exact eigenfunctions for a wide class of solvable models. Classical families such as Hermite, Laguerre and ...
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 ...