Jiefei Yang
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options SIAM Journal on Financial Mathematics | 2025-09-17 | Paper |
| On sparse grid interpolation for American option pricing with multiple underlying assets Journal of Computational and Applied Mathematics | 2025-03-10 | Paper |
| Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems Optimization Methods & Software | 2024-08-13 | Paper |
| On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets | 2023-09-15 | Paper |
| The conjugate gradient method with various viewpoints | 2019-10-08 | Paper |
Research outcomes over time
This page was built for person: Jiefei Yang
