Jiefei Yang
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Person:6326747
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
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