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Jiefei Yang
Publication Activity (10 Years)
Years Active: 2019-2024
Publications (10 Years): 3
Top Topics
High Dimension
Black Scholes Model
Viewpoint
Option Pricing
Top Venues
CoRR
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Publications
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Jiefei Yang
,
Guanglian Li
Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options.
CoRR
(2024)
Jiefei Yang
,
Guanglian Li
On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets.
CoRR
(2023)
Xuping Zhang
,
Jiefei Yang
,
Ziying Liu
The conjugate gradient method with various viewpoints.
CoRR
(2019)