Jiefei Yang

According to our database¹, Jiefei Yang authored at least 3 papers between 2019 and 2024.

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2024

Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options.

[BibT_eX]

[DOI]

CoRR, 2024

2023

On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets.

[BibT_eX]

[DOI]

CoRR, 2023

2019

The conjugate gradient method with various viewpoints.

[BibT_eX]

[DOI]

CoRR, 2019