Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
By: by Markus Holtz
Contributors: SpringerLink (Online service)
Series: Lecture Notes in Computational Science and Engineering -- 77
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2011
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
ISBN-13: 9783642160035; 9783642160042
Subjects: Mathematics; Finance; Computer science