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Browsing by Author Yang, Jiefei

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Showing results 1 to 4 of 4

	Title	Author(s)	Issue Date
	Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options Journal:SIAM Journal on Financial Mathematics	Yang, Jiefei Li, Guanglian	4-May-2024
	Gradient-Enhanced Sparse Hermite Polynomial Expansions for Pricing and Hedging High-Dimensional American Options Journal:SIAM Journal on Financial Mathematics	Yang, Jiefei Li, Guanglian	21-Jan-2025
	Numerical methods for high-dimensional optimal stopping problems	Yang, Jiefei 楊婕飛 Advisor(s):Li, G	2025
	On sparse grid interpolation for American option pricing with multiple underlying assets Journal:Journal of Computational and Applied Mathematics	Yang, Jiefei Li, Guanglian	15-Aug-2025

Showing results 1 to 4 of 4