Jiefei Yang

According to our database¹, Jiefei Yang authored at least 4 papers between 2019 and 2026.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

Dual Approaches to Stochastic Control via SPDEs and the Pathwise Hopf Formula.

[DOI]

CoRR, April, 2026

2025

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

[DOI]

SIAM J. Financial Math., 2025

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

[DOI]

J. Comput. Appl. Math., 2025

2019

The conjugate gradient method with various viewpoints.

[DOI]

CoRR, 2019