Postdoctoral Instructor of Mathematics
Email: jy5595@nyu.edu
Jiefei Yang is a Postdoctoral Instructor of Mathematics at NYU Shanghai. She obtained her PhD in Mathematics from the University of Hong Kong. Before starting PhD, she finished the bachelor's degree at Dalian University of Technology. Her research interests are computational methods in stochastic optimal control and mathematical finance.
Research Interests
- Computational methods
- Optimal stopping problems, stochastic optimal control
- Mathematical finance, quantitative finance
- Deep learning-based methods