Yang, J., & Li, G. (2024). Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options.
Chicago Style (17th ed.) CitationYang, Jiefei, and Guanglian Li. Gradient-enhanced Sparse Hermite Polynomial Expansions for Pricing and Hedging High-dimensional American Options. 2024.
MLA (9th ed.) CitationYang, Jiefei, and Guanglian Li. Gradient-enhanced Sparse Hermite Polynomial Expansions for Pricing and Hedging High-dimensional American Options. 2024.
Warning: These citations may not always be 100% accurate.