From: Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
f n (x)
a n + 1
a n
b n
a n − 1
f 0 (x)
f 1 (x)
Power
W n (x)
1
0
X
Legendre
P n (x)
n+1
2.n+1
n
x
Laguerre
L n (x)
−1
1−x
Hermite A
H n (x)
2
2.n
2.x