Jiefei Yang

According to our database¹, Jiefei Yang authored at least 3 papers between 2019 and 2025.

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2025

Gradient-Enhanced Sparse Hermite Polynomial Expansions for Pricing and Hedging High-Dimensional American Options.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2025

On sparse grid interpolation for American option pricing with multiple underlying assets.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2025

2019

The conjugate gradient method with various viewpoints.

[BibT_eX]

[DOI]

CoRR, 2019