Scholar
Guanglian Li
Google Scholar ID: Qmt5WMkAAAAJ
The University of Hong Kong
(G)MsFEM
high-dimension approximation
optimal stopping problem
deep learning
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Citations & Impact
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Citations
918
H-index
14
i10-index
15
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20
Co-authors
24
list available
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
Co-authors
5 total
yalchin efendiev
Mobil Chair in Computational Science, Professor of Mathematics, Texas A&M University
Yueqi Wang
Purdue University
Michael Griebel
Institute for Numerical Simulation, University of Bonn, Fraunhofer SCAI
Bangti Jin
Department of Mathematics, The Chinese University of Hong Kong
Tobias Kluth
Center for Industrial Mathematics, University of Bremen
