Schützenberger groups and Chebyshev polynomials.
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K.D. jr. Magill, S. Schanuel (1976/1977)
Semigroup forum
Werner Stork (1975)
Mathematische Annalen
Bleher, Pavel, Its, Alexander (1999)
Annals of Mathematics. Second Series
S.D. Bajpai, M.S. Arora (1994)
Annales mathématiques Blaise Pascal
Shilin, Ilya (2012)
Mathematica Balkanica New Series
MSC 2010: 33C15, 33C05, 33C45, 65R10, 20C40The paper contains some new formulas involving the Whittaker functions and arising as the values of some double integrals, which are invariant with respect to the representation of the group SO(2; 1).
García-Caballero, Esther M., Pérez, Teresa E., Piñar, Miguel A. (1999)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Koepf, Wolfram (1999)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Falko Baustian, Kateřina Filipová, Jan Pospíšil (2021)
Applications of Mathematics
We study both analytic and numerical solutions of option pricing equations using systems of orthogonal polynomials. Using a Galerkin-based method, we solve the parabolic partial differential equation for the Black-Scholes model using Hermite polynomials and for the Heston model using Hermite and Laguerre polynomials. We compare the obtained solutions to existing semi-closed pricing formulas. Special attention is paid to the solution of the Heston model at the boundary with vanishing volatility.
Walter Gautschi (1990)
Banach Center Publications
Srivastava, H.M. (2007)
Banach Journal of Mathematical Analysis [electronic only]
Liu, Guodong (2009)
Abstract and Applied Analysis
Chen, Ming-Po, Srivastava, H.M. (1995)
Journal of Applied Mathematics and Stochastic Analysis
B.D. Rakovich, P.M. Vasic (1983)
Aequationes mathematicae
Chatterjea, S.K., Eaqub Ali, S.M. (1991)
International Journal of Mathematics and Mathematical Sciences
Rex Matthews (1982)
Acta Arithmetica
Hari Ballabh Mittal (1974)
Czechoslovak Mathematical Journal
Lin, Shy-Der, Tu, Shih-Tong, Srivastava, H.M. (2001)
Rendiconti del Seminario Matematico
Thakurta, Bidyut Kumar Guha (1987)
International Journal of Mathematics and Mathematical Sciences
Carlitz, L. (1953)
Portugaliae mathematica
Grabner, Peter J., Prodinger, Helmut (2002)
Portugaliae Mathematica. Nova Série
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