Polyanalytic function theory extends the classical theory of holomorphic functions by encompassing functions that satisfy higher‐order generalisations of the Cauchy–Riemann equations. This broader ...

SIAM Journal on Numerical Analysis, Vol. 37, No. 3 (Feb. - Mar., 2000), pp. 772-798 (27 pages) A Newton-type approach is used to deal with bivariate polynomial Hermite interpolation problems when the ...

SIAM Journal on Numerical Analysis, Vol. 39, No. 5 (2002), pp. 1780-1793 (14 pages) A problem of Hermite interpolation by polynomials of two variables is studied. The interpolation matches preassigned ...

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 ...

The present issue of The Journal of Risk contains papers that address the impact of model risk on capital requirements, and also includes robust approximation approaches for risk assessment and risk ...