The conjugate gradient method with various viewpoints. - Xuping Zhang; Jiefei Yang; Ziying Liu (CoRR, 2019)

Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options. - Jiefei Yang; Guanglian Li (CoRR, 2024)

On sparse grid interpolation for American option pricing with multiple underlying assets. - Jiefei Yang; Guanglian Li (J. Comput. Appl. Math., 2025)