Polynomial extensions of distributions and their applications in actuarial and financial modeling

[1]  Hao Li,et al.  On polynomial extension of t-distribution and its financial applications , 2013, Risk Decis. Anal..

[2]  John L. Kling,et al.  Regularities in the Variation of Skewness in Asset Returns , 1994 .

[3]  Steve Fisk.  Hermite Polynomials , 2000, J. Comb. Theory, Ser. A.

[4]  Wolfram Koepf,et al.  A generalization of Student's t-distribution from the viewpoint of special functions , 2006 .

[5]  Edward Furman,et al.  Weighted Risk Capital Allocations , 2008 .

[6]  H. Weber,et al.  Romanovski polynomials in selected physics problems , 2007, 0706.3897.

[7]  Edward Furman,et al.  Weighted Premium Calculation Principles , 2006 .

[8]  R. Jarrow,et al.  APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC PROCESSES , 1982 .

[9]  Daniel T. Cassidy,et al.  Pricing European options with a log Students t-distribution: A Gosset formula , 2009, 0906.4092.

[10]  A. Liddle,et al.  Information criteria for astrophysical model selection , 2007, astro-ph/0701113.

[11]  Hao Li,et al.  On the Polynomial–Normal model and option pricing , 2012 .

[12]  Dilip B. Madan,et al.  CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS , 1994 .

[13]  D. E. Barton,et al.  The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal , 1952 .

[14]  Simon Altmann,et al.  The 1839 paper on permutations: Its relation to the Rodrigues formula and further developments , 2006 .

[15]  Fischer Black,et al.  HOW TO USE THE HOLES IN BLACK‐SCHOLES , 1989 .