We derive sufficient conditions under which a particular class of functions act as bounds for the prices of financial derivatives in regime-switching market models. Using these sufficient conditions, ...

Polynomial and special function theory remains a vibrant area of mathematical research, ... where the derivative of any polynomial in the sequence is proportional to its predecessor.

Appell Polynomial: A sequence of polynomials characterised by a specific differentiation property, where the derivative of any polynomial in the sequence is proportional to its predecessor.