Displaying similar documents to “Solution of option pricing equations using orthogonal polynomial expansion”

Some class of polynomial hypergroups

Wojciech Młotkowski (2006)

Banach Center Publications

Similarity:

We provide explicit formulas for linearizing coefficients for some class of orthogonal polynomials.

Connections between Romanovski and other polynomials

Hans Weber (2007)

Open Mathematics

Similarity:

A connection between Romanovski polynomials and those polynomials that solve the one-dimensional Schrödinger equation with the trigonometric Rosen-Morse and hyperbolic Scarf potential is established. The map is constructed by reworking the Rodrigues formula in an elementary and natural way. The generating function is summed in closed form from which recursion relations and addition theorems follow. Relations to some classical polynomials are also given.