@article{gradientenhancedsparsehermitepolynomial,
  title = {Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options},
  author = {Jiefei Yang and Guanglian Li},
  year = {2024},
  eprint = {2405.02570},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.02570v1},
}