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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz.

By: Holtz, Markus.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Lecture Notes in Computational Science and Engineering, 77.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Description: digital.ISBN: 9783642160042.Subject(s): Mathematics | Finance | Computer science -- Mathematics | Mathematics | Computational Mathematics and Numerical Analysis | Quantitative FinanceDDC classification: 518 | 518 Online resources: Click here to access online In: Springer eBooks
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