Guanglian Li
Scholar

Guanglian Li

Google Scholar ID: Qmt5WMkAAAAJ
The University of Hong Kong
(G)MsFEMhigh-dimension approximationoptimal stopping problemdeep learning
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Citations
918
 
H-index
14
 
i10-index
15
 
Publications
20
 
Co-authors
24
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Publications
2 items
Efficient Calibration in the rough Bergomi model by Wasserstein distance
2025
Cited
0
Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options
SIAM Journal on Financial Mathematics · 2024
Cited
2
Resume (English only)
Co-authors
24 total
yalchin efendiev
yalchin efendiev
Mobil Chair in Computational Science, Professor of Mathematics, Texas A&M University
Co-author 2
Co-author 2
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Co-author 4
Co-author 4
Co-author 5
Co-author 5
Yueqi Wang
Yueqi Wang
Purdue University
Co-author 7
Co-author 7
Co-author 8
Co-author 8