Holtz, Markus.
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2011. - digital. - Lecture Notes in Computational Science and Engineering, 77 1439-7358 ; . - Lecture Notes in Computational Science and Engineering, 77 .
9783642160042
10.1007/978-3-642-16004-2 doi
Mathematics.
Finance.
Computer science--Mathematics.
Mathematics.
Computational Mathematics and Numerical Analysis.
Quantitative Finance.
QA71-90
518 518
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2011. - digital. - Lecture Notes in Computational Science and Engineering, 77 1439-7358 ; . - Lecture Notes in Computational Science and Engineering, 77 .
9783642160042
10.1007/978-3-642-16004-2 doi
Mathematics.
Finance.
Computer science--Mathematics.
Mathematics.
Computational Mathematics and Numerical Analysis.
Quantitative Finance.
QA71-90
518 518