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 ...
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 ...