From: Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
f n (x)
a n
ρ(x)
g (x)
Power
W n (x)
\( (2.n)!/n! \)
x 2.n
1
Legendre
P n (x)
(−1)n .2n.n!
1 – x 2
Laguerre
L n (x)
n!
e−x
x
Hermite A
H n (x)
(−1)n
\( {e}^{-{x}^2} \)